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Smiles, skews, implied distributions and market expectations from option prices : the case of American equity options
Allen, Aidan; Alles, Lakshman - 2000
Persistent link: https://www.econbiz.de/10001509334
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An examination of causality and predictability between Australian domestic and offshore interest rates
Ann, Albert Tan Hock; Alles, Lakshman - In: Journal of international financial markets, … 10 (2000) 1, pp. 83-106
Persistent link: https://www.econbiz.de/10001449709
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An examination of return and volatility patterns on the Irish equity market
Alles, Lakshman; Murray, Louis - 1997
Persistent link: https://www.econbiz.de/10000981788
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An examination of return and volatility patterns on the Irish equity market
Alles, Lakshman; Murray, Louis - In: Applied financial economics 11 (2001) 2, pp. 137-146
Persistent link: https://www.econbiz.de/10001563241
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Estimation of stock market volatility in an emerging market : the case of Sri Lanka
Alles, Lakshman - 1997
Persistent link: https://www.econbiz.de/10000968450
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The variability of Sri Lankan stock betas to alternative estimation procedures
Alles, Lakshman - 1997
Persistent link: https://www.econbiz.de/10000968453
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Non-normality and risk in developing Asian markets
Alles, Lakshman; Murray, Louis - In: Review of Pacific Basin financial markets and policies 13 (2010) 4, pp. 583-605
Persistent link: https://www.econbiz.de/10008987299
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Stochastic filtering with applications in finance
Bhar, Ramaprasad - 2010
Persistent link: https://www.econbiz.de/10014277065
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Transformation of Heath-Jarrow-Morton models to Markovian systems
Bhar, Ramaprasad; Chiarella, Carl - 1995
Persistent link: https://www.econbiz.de/10000951349
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The estimation of the Heath-Jarrow-Morton model by use of Kalman filtering techniques
Bhar, Ramaprasad; Chiarella, Carl - 1995
Persistent link: https://www.econbiz.de/10000951350