Items where Research Group is "Finance Group

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D

Dotsis, George and Markellos, Raphael-Nicholas (2007) The finite sample properties of the GARCH option pricing model. Journal of Futures Markets, 27 (6). pp. 599-615. ISSN 0270-7314

Dotsis, George, Markellos, Raphael-Nicholas and Mills, Terence (2007) Estimation of Continuous-Time Stochastic Volatility Models. In: Palgrave Handbook of Econometrics: Applied Econometrics. Palgrave Macmillan, pp. 951-971. ISBN 140391799X

This list was generated on Thu May 9 07:35:10 2024 UTC.