| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A non-linear dynamic model of the variance risk premium
|
Eraker, Bjørn
|
|
2015
|
187 |
2 |
p. 547-556
10 p.
|
artikel
|
| 2 |
A stochastic dominance approach to financial risk management strategies
|
Chang, Chia-Lin
|
|
2015
|
187 |
2 |
p. 472-485
14 p.
|
artikel
|
| 3 |
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
|
Cavaliere, Giuseppe
|
|
2015
|
187 |
2 |
p. 557-579
23 p.
|
artikel
|
| 4 |
COMFORT: A common market factor non-Gaussian returns model
|
Paolella, Marc S.
|
|
2015
|
187 |
2 |
p. 593-605
13 p.
|
artikel
|
| 5 |
Divided governments and futures prices
|
Sojli, Elvira
|
|
2015
|
187 |
2 |
p. 622-633
12 p.
|
artikel
|
| 6 |
Econometric analysis of financial derivatives: An overview
|
Chang, Chia-Lin
|
|
2015
|
187 |
2 |
p. 403-407
5 p.
|
artikel
|
| 7 |
Editorial Board
|
|
|
2015
|
187 |
2 |
p. IFC-
1 p.
|
artikel
|
| 8 |
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
|
Duong, Diep
|
|
2015
|
187 |
2 |
p. 606-621
16 p.
|
artikel
|
| 9 |
Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
|
Asai, Manabu
|
|
2015
|
187 |
2 |
p. 436-446
11 p.
|
artikel
|
| 10 |
Market-based estimation of stochastic volatility models
|
Aït-Sahalia, Yacine
|
|
2015
|
187 |
2 |
p. 418-435
18 p.
|
artikel
|
| 11 |
Model-based pricing for financial derivatives
|
Zhu, Ke
|
|
2015
|
187 |
2 |
p. 447-457
11 p.
|
artikel
|
| 12 |
Option pricing with non-Gaussian scaling and infinite-state switching volatility
|
Baldovin, Fulvio
|
|
2015
|
187 |
2 |
p. 486-497
12 p.
|
artikel
|
| 13 |
Pricing with finite dimensional dependence
|
Gourieroux, C.
|
|
2015
|
187 |
2 |
p. 408-417
10 p.
|
artikel
|
| 14 |
Quanto option pricing in the presence of fat tails and asymmetric dependence
|
Kim, Young Shin
|
|
2015
|
187 |
2 |
p. 512-520
9 p.
|
artikel
|
| 15 |
Smile from the past: A general option pricing framework with multiple volatility and leverage components
|
Majewski, Adam A.
|
|
2015
|
187 |
2 |
p. 521-531
11 p.
|
artikel
|
| 16 |
Stock return and cash flow predictability: The role of volatility risk
|
Bollerslev, Tim
|
|
2015
|
187 |
2 |
p. 458-471
14 p.
|
artikel
|
| 17 |
The fine structure of equity-index option dynamics
|
Andersen, Torben G.
|
|
2015
|
187 |
2 |
p. 532-546
15 p.
|
artikel
|
| 18 |
The long and the short of the risk-return trade-off
|
Bonomo, Marco
|
|
2015
|
187 |
2 |
p. 580-592
13 p.
|
artikel
|
| 19 |
What is beneath the surface? Option pricing with multifrequency latent states
|
Calvet, Laurent E.
|
|
2015
|
187 |
2 |
p. 498-511
14 p.
|
artikel
|
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