Narrow search
Showing 1 - 10 of 10
Cover Image
Equilibrium exchange rates and a popular model of international asset demands : an inconsistency
Trevor, Robert G. - 1986
Persistent link: https://www.econbiz.de/10000708594
Cover Image
The performance of exchange rate forecasts
Lowe, Philip W.; Trevor, Robert G. - 1986
Persistent link: https://www.econbiz.de/10000713739
Cover Image
Limit moves as censored observations of equilibrium futures price in GARCH processes
Morgan, Ieuan G.; Trevor, Robert G. - 1997
Persistent link: https://www.econbiz.de/10000978435
Cover Image
Pricing options under generalised GARCH and stochastic volatility processes
Ritchken, Peter H.; Trevor, Robert G. - 1997
Persistent link: https://www.econbiz.de/10000978436
Cover Image
Pricing options under generalized GARCH and stochastic volatility processes
Ritchken, Peter; Trevor, Rob - In: The journal of finance : the journal of the American … 54 (1999) 1, pp. 377-402
Persistent link: https://www.econbiz.de/10001355222
Cover Image
Limit moves as censored observations of equilibrium futures price in GARCH processes
Morgan, Ieuan G.; Trevor, Robert G. - In: Journal of business & economic statistics : JBES ; a … 17 (1999) 4, pp. 397-408
Persistent link: https://www.econbiz.de/10001412844
Cover Image
VAR forecasting models of the Australian economy : a preliminary analysis
Trevor, Robert G.; Thorp, Susan - 1988
Persistent link: https://www.econbiz.de/10000751919
Cover Image
Asset allocation decisions in a world with changing risk
Sheedy, Elizabeth A.; Trevor, Robert G.; Wood, Justin J. - 1996
Persistent link: https://www.econbiz.de/10000960643
Cover Image
Evaluating the performance of portfolios with options
Sheedy, Elizabeth A.; Trevor, Robert G. - 1996
Persistent link: https://www.econbiz.de/10000960644
Cover Image
Evaluating the risk of portfolios with options
Sheedy, Elizabeth A.; Trevor, Robert G. - In: Advances in investment analysis and portfolio … 7 (2000), pp. 1-18
Persistent link: https://www.econbiz.de/10001542575