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00-112 Mascia Bedendo and Stewart Hodges
Multivariate Distrbutional Tests based on the Empirical Characteristic Function Approach: A Comparison

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00-111 George Skiadopoulos and Stewart Hodges
Simulating the Evolution of the Implied Distribution.
In: European Financial Management Journal. 7:4, pp. 497-521.

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00-110 Vicky Henderson and David Hobson
Real Options with Constant Relative Risk Aversion
In: Forthcoming in Journal of Economic Dynamics and Control

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00-109 Russell Grimwood and Les Clewlow
A Computational Framework for Contingent Claim Pricing and Hedging under Time Dependent Asset Processes

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00-108 Russel Grimwood and Stewart Hodges
The Languages of Contingent Claim Contracts
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00-107 Russell Grimwood and Stewart Hodges
Taxonomy of Algorithms

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00-106 Robert G Tompkins
Stochastic Volatility Models with Jumps: Implications for Smiles in Foreign Exchange Markets

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00-105 Robert G Tompkins
Stock Index Futures Markets: Stochastic Volatility Models and Smiles
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00-104 Robert G Tompkins
Fixed Income Futures Markets: Stochastic Volatility Models and Smiles

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00-103 Stewart Hodges and Robert Tompkins
The Sampling properties of Volatility Cones

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00-102 Pablo Noceti, Jeremy Smith and Stewart Hodges
An Evaluation of Tests of Distributional Forecasts

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00-101 George Skiadopoulos
Volatility Smile Consistent Option Models: A Survey
In: International Journal of Theoretical and Applied Finance, 4:3, pp. 403-437.

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00-100 Soosung Hwang and Steve E. Satchell
Valuing Information Using Utility Functions

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00-99 S. Hwang and Steve E. Satchell
Calculating the Miss-specification in Beta from Using a Proxy for the Market Portfolio

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00-98 Soosung Hwang
Properties of Cross-sectional Volatility

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00-97 George A. Christodoulakis and Steve E. Satchell
Evolving Systems of Financial Returns: Auto-Regressive Conditional Beta

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00-96 L. Middleton and S. E. Satchell
Deriving the APT when the Number of Factors is Unknown

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00-95 C. S. Pedersen and S. E. Satchell
Evaluating the Performance of Nearest Neighbour Algorithms when Forecasting US Industry Returns

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