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The Myth of Long-Horizon Predictability
Boudoukh, Jacob; Richardson, Matthew; Whitelaw, Robert F. - In: The review of financial studies 21 (2008) 4, pp. 1577-1606
Persistent link: https://www.econbiz.de/10008086283
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SHORTER PAPERS - Optimal Risk Management Using Options
Ahn, Dong-Hun; Boudoukh, Jacob; Richardson, Matthew; … - In: The journal of finance : the journal of the American … 54 (1999) 1, pp. 359-376
Persistent link: https://www.econbiz.de/10007344320
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Pricing Mortgage-Backed Securities in a Multifactor Interest Rate Environment: A Multivariate Density Estimation Approach
Boudoukh, Jacob; Whitelaw, Robert F.; Richardson, Matthew; … - In: The review of financial studies 10 (1997) 2, pp. 405-446
Persistent link: https://www.econbiz.de/10007373113
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Investigation of a Class of Volatility Estimators
Boudoukh, Jacob; Richardson, Matthew; Whitelaw, Robert F. - In: The journal of derivatives : the official publication … 4 (1997) 3, pp. 63-72
Persistent link: https://www.econbiz.de/10007306650
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Partial Adjustment or Stale Prices? Implications from Stock Index and Futures Return Autocorrelations
Ahn, Dong-Hyun; Boudoukh, Jacob; Richardson, Matthew; … - In: The review of financial studies 15 (2002) 2, pp. 655
Persistent link: https://www.econbiz.de/10007038729
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THE BEST OF BOTH WORLDS - A hybrid method for estimating VAR that is both easy and computationally cheap.
Boudoukh, Jacob; Richardson, Matthew; Whitelaw, Robert - In: Risk : managing risk in the world's financial markets 11 (1998) 5, pp. 64-67
Persistent link: https://www.econbiz.de/10007063432
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A Tale of Three Schools: Insights on Autocorrelations of Short-Horizon Stock Returns
Boudoukh, Jacob; Richardson, Matthew P.; Whitelaw, Robert F. - In: The review of financial studies 7 (1994) 3, pp. 539-574
Persistent link: https://www.econbiz.de/10007089868
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Liquidity as a Choice Variable: A Lesson from the Japanese Government Bond Market
Boudoukh, Jacob; Whitelaw, Robert F. - In: The review of financial studies 6 (1993) 2, pp. 265-292
Persistent link: https://www.econbiz.de/10007093181
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DO ASSET PRICES REFLECT FUNDAMENTALS? FRESHLY SQUEEZED EVIDENCE FROM THE OJ MARKET
Boudoukh, Jacob; Richardson, Matthew; Shen, YuQing; … - 2003
Persistent link: https://www.econbiz.de/10006969946
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BEHAVIORALIZE THIS! INTERNATIONAL EVIDENCE ON AUTOCORRELATION PATTERNS OF STOCK INDEX AND FEATURES RETURN
Ahn, Dong-Hyun; Boudoukh, Jacob; Richardson, Matthew; … - 1999
Persistent link: https://www.econbiz.de/10006988055