2002
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02-121 | Russel Grimwood and Stewart Hodges The Valuation of Convertible Bonds: A Study of Alternative Pricing Models |
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02-120 | Nikolaos Panigirtzoglou and George Skiadopoulos A New Approach to Modelling the Dynamics of Implied Distributions: Theory and Evidence from the S&P 500. In: Journal of Banking & Finance Volume 28, Issue 7, July 2004, Pages 1499–1520. |
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02-119 | Gordon Gemmill and Dylan Thomas Noise Training, Costly Arbitrage and Asset Prices: evidence from closed-end funds |
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02-118 | Gordon Gemmill Testing Merton's Model for Credit Spreads on Zero-Coupon Bonds |
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02-117 | George A. Christodoulakis Generating Composite Volatility Forecasts with Random Factor Betas Chapter 18 In: Satchell, S and Knight, J. (3 ed.) Forecasting Volatility in the Financial Markets. Oxford: Butterworth–Heinemann. |
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02-116 | Albanis G. A. and R. A. Batchelor Combining Heterogeneous Classifiers for Stock Selection |
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02-115 | Batchelor, R. A. and I. Orgakcioglu Event-related GARCH: the impact of stock dividends in Turkey |
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02-114 | Claudia Riveiro and Nick Webber Valuing Path Dependent Options in the Variance-Gamma Model by Monte Carlo with a Gamma Bridge |
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02-113 | Christian S. Pedersen and Soosung Hwang On Empirical Risk Measurement with Asymmetric Returns Data |
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02-112 | George A. Christodoulakis Sharp Style Analysis in the MSCI Sector Portfolios: A Monte Caro Integration Approach |
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02-111 | George A. Christodoulakis and Steve E. Satchell On th Evolution of Global Style Factors in the MSCI Universe of Assets |
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02-110 | Jerry Coakley, Ana-Maria Fuertes and Andrew Wood Reinterpreting the Real Exchange Rate - Yield Diffential Nexus |
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02-109 | Paolo Zaffaroni Gaussian inference on Certain Long-Range Dependent Volatility Models |
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02-108 | Paolo Zaffaroni Aggregation and Memory of Models of Changing Volatility |
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02-107 | Alessio Sancetta and Steve Satchell The Bernstein Copula and its Applications to Modelling and Approximations of Multivariate Distributions |
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