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Volatility forecasts, trading volume, and the ARCH versus option-implied volatility trade-off
Donaldson, Glen (contributor); Kamstra, Mark J. (contributor) - 2004
Persistent link: https://www.econbiz.de/10002571438
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Winter blues and time variation in the price of risk
Garrett, Ian; Kamstra, Mark J.; Kramer, Lisa A. - In: Journal of empirical finance 12 (2005) 2, pp. 291-316
Persistent link: https://www.econbiz.de/10002685123
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Winter blues and time variation in the price of risk
Garrett, Ian (contributor); Kamstra, Mark J. (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10002572427
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Seasonally varying preferences : theoretical foundations for an empirical regularity
Kamstra, Mark J.; Kramer, Lisa A.; Levi, Maurice D.; … - In: Review of asset pricing studies 4 (2014) 1, pp. 39-77
Persistent link: https://www.econbiz.de/10010399882
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Estimating and testing fundamental stock prices: evidence from simulated economies
Donaldson, R. Glen; Kamstra, Mark J. - In: Computer-aided econometrics, (pp. 315-349). 2003
Persistent link: https://www.econbiz.de/10002595489