-
2
-
-
0037430386
-
Monthly seasonality of the returns and volatility of the IBEX-35 index and its futures contract
-
Arago-Manzana, V and Fernandez-Izquierdo, MA. (2003) Monthly seasonality of the returns and volatility of the IBEX-35 index and its futures contract Journal of Applied Economics Letters, 10, pp. 129-33.
-
(2003)
Journal of Applied Economics Letters
, vol.10
, pp. 129-133
-
-
Arago-Manzana, V.1
Fernandez-Izquierdo, M.A.2
-
3
-
-
0036797931
-
How options analysis can enhance managerial performance
-
Andersen, L. (2002) How options analysis can enhance managerial performance European Management Journal, 20, pp. 505-11.
-
(2002)
European Management Journal
, vol.20
, pp. 505-511
-
-
Andersen, L.1
-
6
-
-
0037115227
-
Does black market exchange rate volatility deter the trade flows? Iranian experience
-
Bahmani-Oskooee, M. (2002) Does black market exchange rate volatility deter the trade flows? Iranian experience Applied Economics, 34, pp. 2249-55.
-
(2002)
Applied Economics
, vol.34
, pp. 2249-2255
-
-
Bahmani-Oskooee, M.1
-
7
-
-
17844402265
-
How volatile are East Asian stocks during high volatility periods?
-
Bautista, CC. (2005) How volatile are East Asian stocks during high volatility periods? Journal of Applied Economics Letters, 12, pp. 319-26.
-
(2005)
Journal of Applied Economics Letters
, vol.12
, pp. 319-326
-
-
Bautista, C.C.1
-
10
-
-
0012667467
-
-
Chichester: John Wiley & Sons
-
Briys, E and Mai, HM and Bellalah, M and de Varenne, F. (1998) Options, Futures and Exotic Derivatives, Theory, Application and Practice. Chichester: John Wiley & Sons.
-
(1998)
Options, Futures and Exotic Derivatives, Theory, Application and Practice
-
-
Briys, E.1
Mai, H.M.2
Bellalah, M.3
de Varenne, F.4
-
11
-
-
0036798828
-
Stock market valuation with real options: Lessons from Netscape
-
Buckley, A and Tse, K and Rijken, H and Eijgenhuijsen, H. (2002) Stock market valuation with real options: Lessons from Netscape European Management Journal, 20, pp. 512-26.
-
(2002)
European Management Journal
, vol.20
, pp. 512-526
-
-
Buckley, A.1
Tse, K.2
Rijken, H.3
Eijgenhuijsen, H.4
-
12
-
-
18844454240
-
Sources of volatility in stock returns in emerging markets
-
Caner, S and Onder, Z. (2005) Sources of volatility in stock returns in emerging markets Applied Economics, 37, pp. 929-41.
-
(2005)
Applied Economics
, vol.37
, pp. 929-941
-
-
Caner, S.1
Onder, Z.2
-
13
-
-
0042816470
-
Option straddle trading: Financial performance and economic significance of direct profit forecast and conventional strategies
-
Chen, AS and Leung, MT. (2003) Option straddle trading: Financial performance and economic significance of direct profit forecast and conventional strategies Journal of Applied Economics Letters, 10, pp. 493-8.
-
(2003)
Journal of Applied Economics Letters
, vol.10
, pp. 493-498
-
-
Chen, A.S.1
Leung, M.T.2
-
15
-
-
0345978803
-
From the implied volatility skew to a robust correction to black-scholes american option prices
-
Fouque, J-P and Papanicolaou, G and Sircar, KR. (2001) From the implied volatility skew to a robust correction to black-scholes american option prices International Journal of Theoretical and Applied Finance, 4, pp. 651-75.
-
(2001)
International Journal of Theoretical and Applied Finance
, vol.4
, pp. 651-675
-
-
Fouque, J.-P.1
Papanicolaou, G.2
Sircar, K.R.3
-
16
-
-
0346312187
-
Black-Scholes option pricing via genetic algorithms
-
Grace, BK. (2000) Black-Scholes option pricing via genetic algorithms Journal of Applied Economics Letters, 7, pp. 129-32.
-
(2000)
Journal of Applied Economics Letters
, vol.7
, pp. 129-132
-
-
Grace, B.K.1
-
19
-
-
1242276663
-
Stock market volatility and trading activities in the KOSPI 200 derivatives markets
-
Kim, MH and Kim, GR and Kim, M. (2004) Stock market volatility and trading activities in the KOSPI 200 derivatives markets Journal of Applied Economics Letters, 11, pp. 49-53.
-
(2004)
Journal of Applied Economics Letters
, vol.11
, pp. 49-53
-
-
Kim, M.H.1
Kim, G.R.2
Kim, M.3
-
20
-
-
0001334431
-
Volatility clustering in financial markets a microsimulation of interacting agents
-
Lux, T and Marchesi, M. (2000) Volatility clustering in financial markets a microsimulation of interacting agents International Journal of Theoretical and Applied Finance, 3, pp. 675-702.
-
(2000)
International Journal of Theoretical and Applied Finance
, vol.3
, pp. 675-702
-
-
Lux, T.1
Marchesi, M.2
-
22
-
-
0034288942
-
The M3-Competition: Results, conclusions and implications
-
Makridakis, S and Hibon, M. (2000) The M3-Competition: Results, conclusions and implications International Journal of Forecasting, 16, pp. 451-76.
-
(2000)
International Journal of Forecasting
, vol.16
, pp. 451-476
-
-
Makridakis, S.1
Hibon, M.2
-
24
-
-
3142664730
-
A study of financial volatility forecasting techniques in the FTSE/ASE 20 index
-
Maris, K and Pantou, G and Nikolopoulos, K and Pagourtzi, E and Assimakopoulos, V. (2004a) A study of financial volatility forecasting techniques in the FTSE/ASE 20 index Journal of Applied Economics Letters, 11, pp. 453-7.
-
(2004)
Journal of Applied Economics Letters
, vol.11
, pp. 453-457
-
-
Maris, K.1
Pantou, G.2
Nikolopoulos, K.3
Pagourtzi, E.4
Assimakopoulos, V.5
-
25
-
-
1642324313
-
D-TIFIS: A decision support system for options trading
-
Maris, K and Metaxiotis, K and Pantou, G and Nikolopoulos, K and Tavanidou, E and Assimakopoulos, V. (2004b) D-TIFIS: A decision support system for options trading Information Management & Computer Security, 12, pp. 45-65.
-
(2004)
Information Management & Computer Security
, vol.12
, pp. 45-65
-
-
Maris, K.1
Metaxiotis, K.2
Pantou, G.3
Nikolopoulos, K.4
Tavanidou, E.5
Assimakopoulos, V.6
-
26
-
-
0015602539
-
Theory of rational option pricing
-
Merton, RC. (1973) Theory of rational option pricing Bell Journal of Economics, 4, pp. 141-83.
-
(1973)
Bell Journal of Economics
, vol.4
, pp. 141-183
-
-
Merton, R.C.1
-
29
-
-
0032469213
-
Capturing all the information in foreign currency option prices: Solving for one versus two implied variables
-
Pedersen, WR. (1998) Capturing all the information in foreign currency option prices: Solving for one versus two implied variables Applied Economics, 30, pp. 1679-83.
-
(1998)
Applied Economics
, vol.30
, pp. 1679-1683
-
-
Pedersen, W.R.1
-
32
-
-
0037448779
-
The valuation of European options in uncertain environment
-
Yoshida, Y. (2003) The valuation of European options in uncertain environment European Journal of Operational Research, 145, pp. 221-9.
-
(2003)
European Journal of Operational Research
, vol.145
, pp. 221-229
-
-
Yoshida, Y.1
|