Nonparametric Option Pricing with No-Arbitrage Constraints.
- Published in:
- Journal of Financial Econometrics, 2009, v. 7, n. 2, p. 53, doi. 10.1093/jjfinec/nbn016
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- Publication type:
- Article
Works matching IS 14798409 AND DT 2009 AND VI 7 AND IP 2
Results: 5
1
2
The Impact of Shocks on Higher Moments.
- Published in:
- Journal of Financial Econometrics, 2009, v. 7, n. 2, p. 77, doi. 10.1093/jjfinec/nbn017
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- Publication type:
- Article
3
Estimation Risk-Adjusted Sharpe Ratio and Fund Performance Ranking under a General Return Distribution.
- Published in:
- Journal of Financial Econometrics, 2009, v. 7, n. 2, p. 152, doi. 10.1093/jjfinec/nbn022
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- Publication type:
- Article
4
Estimation and Testing for Dependence in Market Microstructure Noise.
- Published in:
- Journal of Financial Econometrics, 2009, v. 7, n. 2, p. 106, doi. 10.1093/jjfinec/nbn021
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- Publication type:
- Article
5
A Simple Approximate Long-Memory Model of Realized Volatility.
- Published in:
- Journal of Financial Econometrics, 2009, v. 7, n. 2, p. 174, doi. 10.1093/jjfinec/nbp001
- By:
- Publication type:
- Article