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Asymptotic Distribution Expansions in Option Pricing
Giamouridis, Daniel; Tamvakis, Michael - In: The journal of derivatives : the official publication … 9 (2002) 4, pp. 33-44
Persistent link: https://www.econbiz.de/10005942588
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Assessment of current Dutch energy transition policy instruments for the existing housing stock
Lin, Sharon Xiaowen; Tamvakis, Michael - In: Energy policy 38 (2010) 2, pp. 981-997
Persistent link: https://www.econbiz.de/10008349631
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Volatility transmission and volatility impulse response functions in crude oil markets
Jin, Xiaoye; Xiaowen Lin, Sharon; Tamvakis, Michael - In: Energy economics 34 (2012) 6, pp. 2125-2135
Persistent link: https://www.econbiz.de/10010034777
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Testing for Granger non-causality using the autoregressive metric
Di Iorio, Francesca; Triacca, Umberto - In: Economic modelling 33 (2013), pp. 120-125
Persistent link: https://www.econbiz.de/10010161365
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A simple sieve bootstrap range test for poolability in dependent cointegrated panels
Di Iorio, Francesca; Fachin, Stefano - In: Economics letters 116 (2012) 2, pp. 154-157
Persistent link: https://www.econbiz.de/10009987116
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Freight options: Price modelling and empirical analysis
Nomikos, Nikos K.; Kyriakou, Ioannis; Papapostolou, Nikos C. - In: Transportation research / E : an international journal 51 (2013), pp. 82-94
Persistent link: https://www.econbiz.de/10010086680