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Robustness of the ARCH tests in the presence of serial correlation
Silvapulle, Paramsothy; Lee, John - 1993
Persistent link: https://www.econbiz.de/10000878219
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Robustness of the ARCH tests in the presence of serial correlation
Silvapulle, Paramsothy; Lee, John - 1993
Persistent link: https://www.econbiz.de/10000142830
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Alternative methods to estimate implied variance : review and comparison
Chen, Yibing; Lee, Cheng F.; Lee, John; Chang, Jow-Ran - In: Review of Pacific Basin financial markets and policies 21 (2018) 4, pp. 1-28
Persistent link: https://www.econbiz.de/10011976147
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Implied variance estimates for Black-Scholes and CEV OPM : review and comparison
Lee, Cheng F.; Chen, Yibing; Lee, John - 2024
Persistent link: https://www.econbiz.de/10015050145
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Alternative methods to derive option pricing models : review and comparison
Lee, Cheng F.; Chen, Yibing; Lee, John - 2024
Persistent link: https://www.econbiz.de/10015045614