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No Good Deals — No Bad Models...
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Volatility
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Hodges, Stewart D.
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7
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4
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3
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3
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3
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3
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3
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1
Interst rate derivatives in a Duffie and Kan model with stochastic volatility : an Arrow-Debreu pricing approach
Nunes, Jo~ao Pedro Vidal
;
Clewlow, Les
;
Hodges, Stewart D.
- In:
Review of derivatives research
3
(
1999
)
1
,
pp. 5-66
Persistent link: https://www.econbiz.de/10001445808
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2
The dynamics of the S&P 500 implied volatility surface
Skiadopoulos, George
;
Hodges, Stewart D.
;
Clewlow, Les
- In:
Review of derivatives research
3
(
1999
)
3
,
pp. 263-282
Persistent link: https://www.econbiz.de/10001493260
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3
Simulating the evolution of the implied distribution
Skiadopoulos, George
;
Hodges, Stewart D.
- In:
European financial management : the journal of the …
7
(
2001
)
4
,
pp. 497-521
Persistent link: https://www.econbiz.de/10001627611
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4
Volatility cones and their sampling properties
Hodges, Stewart D.
;
Tompkins, Robert G.
- In:
The journal of derivatives : the official publication …
10
(
2002
)
1
,
pp. 27-42
Persistent link: https://www.econbiz.de/10001718685
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5
A parsimonious continous time model of equity index returns : (inferred from high frequency data)
Bedendo, Mascia
;
Hodges, Stewart D.
- In:
International journal of theoretical and applied finance
7
(
2004
)
8
,
pp. 997-1030
Persistent link: https://www.econbiz.de/10002476563
Saved in:
6
The dynamics of implied volatility surfaces
Skiadopoulos, George
;
Hodges, Stewart D.
;
Clewlow, Les
- In:
Decision making : recent developments and worldwide …
,
(pp. 197-211)
.
2010
Persistent link: https://www.econbiz.de/10009152462
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7
The dynamics of the volatility skew : a Kalman filter approach
Bedendo, Mascia
;
Hodges, Stewart D.
- In:
Journal of banking & finance
33
(
2009
)
6
,
pp. 1156-1165
Persistent link: https://www.econbiz.de/10003842010
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8
The favorite-longshot bias in S&P 500 and FTSE 100 index futures options : the return to bets and the cost of insurance
Tompkins, Robert G.
;
Ziemba, William T.
;
Hodges, Stewart D.
- In:
Handbook of sports and lottery markets
,
(pp. 161-180)
.
2008
Persistent link: https://www.econbiz.de/10003779564
Saved in:
9
Foreign exchange order flow as a risk factor
Burnside, Craig
;
Cerrato, Mario
;
Zhang, Zhekai
-
2023
Persistent link: https://www.econbiz.de/10014234202
Saved in:
10
Three-regime asymmetric STAR modeling and exchange rate reversion
Cerrato, Mario
;
Kim, Hyunsok
;
MacDonald, Ronald
- In:
Journal of money, credit and banking : JMCB
42
(
2010
)
7
,
pp. 1447-1467
Persistent link: https://www.econbiz.de/10008823761
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