Handbook of Research Methods and Applications in Empirical Finance
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Published By Edward Elgar Publishing

9780857936097

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Does hedging reduce economic exposure? Hurricanes, jet fuel prices and airlines

Handbook of Research Methods and Applications in Empirical Finance ◽

10.4337/9780857936097.00023 ◽

2013 ◽

pp. 341-354

Author(s):

David A. Carter ◽

Daniel A. Rogers ◽

Betty J. Simkins ◽

Stephen D. Treanor

Keyword(s):

Jet Fuel ◽

Fuel Prices

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Markov Chain Monte Carlo with particle filtering

Handbook of Research Methods and Applications in Empirical Finance ◽

10.4337/9780857936097.00014 ◽

2013 ◽

pp. 169-194

Author(s):

Yongwoong Lee ◽

Ser-Huang Poon

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Particle Filtering

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Liquidity measures

Handbook of Research Methods and Applications in Empirical Finance ◽

10.4337/9780857936097.00018 ◽

2013 ◽

pp. 238-255 ◽

Cited By ~ 1

Author(s):

Thomas Johann ◽

Erik Theissen

Keyword(s):

Liquidity Measures

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American option pricing using simulation with an application to the GARCH model

Handbook of Research Methods and Applications in Empirical Finance ◽

10.4337/9780857936097.00012 ◽

2013 ◽

pp. 114-147 ◽

Cited By ~ 1

Author(s):

Lars Stentoft

Keyword(s):

Option Pricing ◽

Garch Model ◽

American Option ◽

American Option Pricing ◽

The Garch Model

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Competition in banking: measurement and interpretation

Handbook of Research Methods and Applications in Empirical Finance ◽

10.4337/9780857936097.00016 ◽

2013 ◽

pp. 197-215 ◽

Cited By ~ 11

Author(s):

Hong Liu ◽

Phil Molyneux ◽

John O.S. Wilson

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Preface

Handbook of Research Methods and Applications in Empirical Finance ◽

10.4337/9780857936097.00005 ◽

2013 ◽

pp. x-xii

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Derivatives pricing with affine models and numerical implementation

Handbook of Research Methods and Applications in Empirical Finance ◽

10.4337/9780857936097.00013 ◽

2013 ◽

pp. 148-168

Author(s):

Ke Chen ◽

Ser-Huang Poon

Keyword(s):

Numerical Implementation ◽

Derivatives Pricing ◽

Affine Models

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Using heteroskedastic models to analyze the use of rules versus discretion in lending decisions

Handbook of Research Methods and Applications in Empirical Finance ◽

10.4337/9780857936097.00017 ◽

2013 ◽

pp. 216-237 ◽

Cited By ~ 2

Author(s):

Geraldo Cerqueiro ◽

Hans Degryse ◽

Steven Ongena

Keyword(s):

Rules Versus Discretion ◽

Lending Decisions

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Quantifying time variation and asymmetry in measures of covariance risk: a simulation approach

Handbook of Research Methods and Applications in Empirical Finance ◽

10.4337/9780857936097.00028 ◽

2013 ◽

pp. 457-476

Author(s):

Ólan T. Henry ◽

Nilss Olekalns ◽

Kalvinder K. Shields

Keyword(s):

Time Variation ◽

Simulation Approach

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Econometric modeling of exchange rate volatility and jumps

Handbook of Research Methods and Applications in Empirical Finance ◽

10.4337/9780857936097.00026 ◽

2013 ◽

pp. 373-427 ◽

Cited By ~ 2

Author(s):

Deniz Erdemlioglu ◽

Sébastien Laurent ◽

Christopher J. Neely

Keyword(s):

Exchange Rate ◽

Exchange Rate Volatility ◽

Econometric Modeling

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Handbook of Research Methods and Applications in Empirical FinanceLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Edward Elgar Publishing

Does hedging reduce economic exposure? Hurricanes, jet fuel prices and airlines

Markov Chain Monte Carlo with particle filtering

Liquidity measures

American option pricing using simulation with an application to the GARCH model

Competition in banking: measurement and interpretation

Preface

Derivatives pricing with affine models and numerical implementation

Using heteroskedastic models to analyze the use of rules versus discretion in lending decisions

Quantifying time variation and asymmetry in measures of covariance risk: a simulation approach

Econometric modeling of exchange rate volatility and jumps

Handbook of Research Methods and Applications in Empirical Finance
Latest Publications