Home > Research > Browse

Results for Volatility

Publications & Outputs

  1. Empirical safety stock estimation based on kernel and GARCH models

    Trapero Arenas, J. R., Cardos, M. & Kourentzes, N., 04/2019, In : Omega: The International Journal of Management Science. 84, p. 199-211 13 p.

    Research output: Contribution to journalJournal article

  2. Procyclical government spending: a public choice analysis

    Abbott, A. J. & Jones, P., 1/03/2013, In : Public Choice. 154, 3-4, p. 243-258 16 p.

    Research output: Contribution to journalJournal article

  3. Efficient quadratic approximation of floating strike Asian option values

    Chung, S. L., Shackleton, M. B. & Wojakowski, R. M., 2000, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper