Asset Pricing and Financial Econometrics

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2007
Published
Two-dimensional risk neutral valuation relationships for the pricing of options
Huang, J., Franke, G. & Stapleton, R. C., 2007, In: Review of Derivatives Research. 9, p. 213-237 25 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
2006
Published
The relationships between sentiment, returns and volatility
Wang, Y., Keswani, A. & Taylor, S. J., 2006, In: International Journal of Forecasting. 22, p. 109-123 15 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
2005
Published
Data Masking by Noise Addition and the Estimation of Nonlinear Regression Models
Nolte (Lechner), S. & Pohlmeier, W., 1/10/2005, In: Jahrbuecher fuer Nationaloekonomie und Statistik. 225, 5, p. 517-528 12 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Asset Price Dynamics, Volatility and Prediction
Taylor, S. J., 2005, Princeton: Princeton University Press. 552 p.
Research output: Book/Report/Proceedings › Book
1994
Published
Modelling stochastic volatility: a review and comparative study
Taylor, S. J., 04/1994, In: Mathematical Finance. 4, 2, p. 183-204 22 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review

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