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An adaptive model for security prices driven by latent values : parameter estimation and option pricing effects
Hilliard, Jimmy E.; Hilliard, Jitka; Ni, Yinan - In: Quantitative finance 22 (2022) 7, pp. 1231-1246
Persistent link: https://www.econbiz.de/10013367896
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The VIX, VXO and realised volatility : a test of lagged and contemporaneous relationships
Adhikari, Binay Kumar; Hilliard, Jimmy E. - In: International journal of financial markets and derivatives 3 (2014) 3, pp. 222-240
Persistent link: https://www.econbiz.de/10010406927
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The relationship between equity indices on world exchanges
Hilliard, Jimmy E. - In: The journal of finance : the journal of the American … 34 (1979) 1, pp. 103-114
Persistent link: https://www.econbiz.de/10002845237
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Size and price-to-book effects : evidence from the Chinese stock markets
Hilliard, Jitka; Zhang, Haoran - In: Pacific-Basin finance journal 32 (2015), pp. 40-55
Persistent link: https://www.econbiz.de/10011471533
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World oil prices and equity returns of major oil and auto companiens
Hilliard, Jimmy E.; Danielsen, Albert L. - In: Resources and energy : a journal devoted to … 6 (1984) 3, pp. 259-276
Persistent link: https://www.econbiz.de/10002845232