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1.
Option Hedging And Implicit Volatilities In A Stochastic Volatility Model by Series: Document De Travail
Material type: Text Text
Publication details: France Universite Des Sciences Sociales De Toulouse 1993
Availability: Items available for loan: IGIDR (1)Collection, call number: No.30.

2.
Short-run and long-run causality in time series: theory by Series:
Material type: Text Text
Publication details: Montreal CRDE, University of Montreal 1995
Availability: Items available for loan: IGIDR (1)Collection, call number: Cahier 3595.

3.
Quadratic M-estimators for arch-type processes by Series: CRDE Cahier series
Material type: Text Text
Publication details: Montreal CRDE, University of Montreal 1997
Availability: Items available for loan: IGIDR (1)Collection, call number: Cahier 3197.

4.
Aggregations and marginalization of garch and stochastic volatility models by Series: CRDE Cahier series
Material type: Text Text
Publication details: Montreal CRDE, University of Montreal 1997
Availability: Items available for loan: IGIDR (1)Collection, call number: Cahier 3597.

5.
Risk aversion, intertemporal substitution, and option pricing by Series: CRDE Cahier 0198
Material type: Text Text
Publication details: Montreal CRDE, University of Montreal 1998
Availability: Items available for loan: IGIDR (1).

6.
Latent variable models for stochastic discount factors by Series: CRDE Cahier series
Material type: Text Text
Publication details: Montreal CRDE, University of Montreal 2000
Availability: Items available for loan: IGIDR (1).

7.
Asymmetric smiles, leverage effects and structural parameters by Series: CRDE Cahier series
Material type: Text Text
Publication details: Montreal CRDE, University of Montreal 2001
Availability: Items available for loan: IGIDR (1).

8.
Empirical assessment of an intertemporal option pricing model with latent variables by Series: CRDE Cahier series
Material type: Text Text
Publication details: Montreal CRDE, University of Montreal 2001
Availability: Items available for loan: IGIDR (1).

9.
Nonparametric instrumental regression by Series: CRDE cahier series
Material type: Text Text
Publication details: Montreal Uni de Montreal 2002
Availability: Items available for loan: IGIDR (1).


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