Home > Research > Researchers > Professor Mark Shackleton > Publications

Research

Professor Mark Shackleton

Professor

51 - 60 out of 76Page size: 10
RSS feed of this list
  1. 2004
  2. Published

    CAPM, higher co-moment and factor models of UK stock returns

    Hung, D. C. H., Shackleton, M. & Xu, X., 2004, In: Journal of Business Finance and Accounting. 31, 1-2, p. 87-112 26 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  3. Published

    Forecasting currency volatility: a comparison of implied volatilities and AR(FI)MA models

    Pong, E., Shackleton, M. B., Taylor, S. J. & Xu, X., 2004, In: Journal of Banking and Finance. 28, 10, p. 2541-2563 23 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  4. Published

    Pricing options with American style average reset features

    Chung, S. L., Shackleton, M. B. & Chang, C. C., 2004, In: Quantitative Finance. 4, 3, p. 292-300 9 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  5. Published

    Strategic entry and market leadership in a two-player real options game

    Shackleton, M. B., Tsekrekos, A. & Wojakowski, R. M., 2004, In: Journal of Banking and Finance. 28, 1, p. 179-201 23 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  6. 2003
  7. Published

    Efficient quadratic approximation of floating strike Asian option values

    Chung, S. L., Shackleton, M. B. & Wojakowski, R. M., 2003, In: Finance. 24, 1, p. 49-62 14 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  8. Published

    On the errors and comparison of Vega estimation methods

    Shackleton, M. B. & Chung, S. L., 2003, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  9. Published

    On the use and improvement of Hull and White’s control variate technique

    Shackleton, M. B. & Chung, S. L., 2003, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  10. Published

    Rzeczywiste prawdopodobienstwo wykonania i wartosci oczekiwane wyplaty opcji (Real probability of exercising and expected values of option payoff)

    Wojakowski, R. M. & Shackleton, M. B., 2003, In: Rynek Terminowy. 20, 2, p. 125 125 p.

    Research output: Contribution to Journal/Magazine › Journal article

  11. Published

    The simplest American and real option approximations: Geske-Johnson interpolation in maturity and yield

    Chung, S. L. & Shackleton, M. B., 2003, In: Applied Economics Letters. 10, 11, p. 709-716 8 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  12. 2002
  13. Published

    The binomial Black-Scholes model and the Greeks

    Chung, S. L. & Shackleton, M. B., 2002, In: Journal of Futures Markets. 22, 2, p. 143-153 11 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

Previous 12 3 4 5 6 7 8 Next

Back to top