Parametric pricing of higher order moments in S&P500 options.
- Published in:
- Journal of Applied Econometrics, 2005, v. 20, n. 3, p. 377, doi. 10.1002/jae.762
- By:
- Publication type:
- Article
Works matching IS 08837252 AND DT 2005 AND VI 20 AND IP 3
Results: 6
1
2
Valuation ratios and long-horizon stock price predictability.
- Published in:
- Journal of Applied Econometrics, 2005, v. 20, n. 3, p. 327, doi. 10.1002/jae.774
- By:
- Publication type:
- Article
3
Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables.
- Published in:
- Journal of Applied Econometrics, 2005, v. 20, n. 3, p. 423, doi. 10.1002/jae.773
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- Publication type:
- Article
4
Modelling and forecasting stock returns: exploiting the futures market, regime shifts and international spillovers.
- Published in:
- Journal of Applied Econometrics, 2005, v. 20, n. 3, p. 345, doi. 10.1002/jae.787
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- Publication type:
- Article
5
Replication of the results in ‘learning about heterogeneity in returns to schooling’.
- Published in:
- Journal of Applied Econometrics, 2005, v. 20, n. 3, p. 439, doi. 10.1002/jae.847
- By:
- Publication type:
- Article
6
Partially overlapping time series: a new model for volatility dynamics in commodity futures.
- Published in:
- Journal of Applied Econometrics, 2005, v. 20, n. 3, p. 405, doi. 10.1002/jae.846
- By:
- Publication type:
- Article