Found: 12
Select item for more details and to access through your institution.
Industry and country effects in international stock returns.
- Published in:
- Journal of Portfolio Management, 1995, v. 21, n. 3, p. 53, doi. 10.3905/jpm.1995.409523
- By:
- Publication type:
- Article
The role of beta and size in the cross-section of European stock returns.
- Published in:
- European Financial Management, 1999, v. 5, n. 1, p. 9, doi. 10.1111/1468-036x.00077
- By:
- Publication type:
- Article
Capturing Option Anomalies with a Variance-Dependent Pricing Kernel.
- Published in:
- Review of Financial Studies, 2013, v. 26, n. 8, p. 1963, doi. 10.1093/rfs/hht033
- By:
- Publication type:
- Article
Options and Bubbles.
- Published in:
- Review of Financial Studies, 2007, v. 20, n. 2, p. 359, doi. 10.1093/rfs/hhl005
- By:
- Publication type:
- Article
A closed-form GARCH option valuation model.
- Published in:
- Review of Financial Studies, 2000, v. 13, n. 3, doi. 10.1093/rfs/13.3.585
- By:
- Publication type:
- Article
Option Valuation with Volatility Components, Fat Tails, and Nonmonotonic Pricing Kernels.
- Published in:
- Review of Asset Pricing Studies, 2018, v. 8, n. 2, p. 183, doi. 10.1093/rapstu/rax021
- By:
- Publication type:
- Article
Invisible Parameters in Option Prices.
- Published in:
- Journal of Finance (Wiley-Blackwell), 1993, v. 48, n. 3, p. 933, doi. 10.1111/j.1540-6261.1993.tb04025.x
- By:
- Publication type:
- Article
A Two-Factor Term Structure Model under GARCH Volatility.
- Published in:
- Journal of Fixed Income, 2003, v. 13, n. 1, p. 87, doi. 10.3905/jfi.2003.319348
- By:
- Publication type:
- Article
A model of discontinuous interest rate behavior, yield curves, and volatility.
- Published in:
- Review of Derivatives Research, 2007, v. 10, n. 3, p. 205, doi. 10.1007/s11147-008-9020-3
- By:
- Publication type:
- Article
Closed-form option pricing formulas with extreme events.
- Published in:
- Journal of Futures Markets, 2008, v. 28, n. 3, p. 213, doi. 10.1002/fut.20298
- By:
- Publication type:
- Article
POINT SHAVING IN COLLEGE BASKETBALL: A CAUTIONARY TALE FOR FORENSIC ECONOMICS.
- Published in:
- Economic Inquiry, 2010, v. 48, n. 1, p. 14, doi. 10.1111/j.1465-7295.2009.00253.x
- By:
- Publication type:
- Article
The Shape and Term Structure of the Index Option Smirk: Why Multifactor Stochastic Volatility Models Work So Well.
- Published in:
- Management Science, 2009, v. 55, n. 12, p. 1914, doi. 10.1287/mnsc.1090.1065
- By:
- Publication type:
- Article