search query: @indexterm Stochastic processes / total: 546
references: 41-50 / 546
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41.
Prospect theory: much ado about nothing?
Management Science
2002 : OCT, VOL. 48:10, p. 1334-1349
 2002 Levy, M.
Levy, H.
42.
Stochastic chaos or ARCH effects in stock series? A comparative study
International Review of Financial Analysis
2002 : VOL. 11:4, p. 407-432
 2002 Kyrtsou, C.
Terraza, M.
43.
Performance evaluation with stochastic discount factors
Journal of Business
2002 : JUL, VOL. 75:3, p. 473-503
 2002 Farnsworth, H. (et al.)
44.
Does Hollywood make too many R-rated movies? Risk, stochastic dominance, and the illusion of expectation
Journal of Business
2002 : JUL, VOL. 75:3, p. 425-451
 2002 Vany, A. De
Walls, W. D.
45.
Pure jump Levy processes for asset price modelling
Journal of Banking and Finance
2002 : JUL, VOL. 26:7, p. 1297-1316
 2002 Geman, H.
46.
Do bonds span the fixed income markets? Theory and evidence for unspanned stochastic volatility
Journal of Finance
2002 : AUG, VOL. 57:4, p. 1685-1730
 2002 Collin-Dufresne, P.
Goldstein, R.
47.
Landing fees vs harvest quotas with uncertain fish stocks
Journal of Environmental Economics and Management
2002 : MAR, VOL. 43:2, p. 325-338
 2002 Weitzman, M. L.
48.
Range-based estimation of stochastic volatility models
Journal of Finance
2002 : JUN, VOL. 57:3, p. 1047-1091
 2002 Alizadeh, S.
Brandt, M.W.
Diebold, F.X.
49.
Estimation and empirical performance of Heston's stochastic volatility model: the case of a thinly traded market
Journal of Empirical Finance
2002 : MAR, VOL. 9:2, p. 225-255
 2002 Fiorentini, G.
León, A.
Rubio, G.
50.
The jump-risk premia implicit in options: evidence from an integrated time-series study
Journal of Financial Economics
2002 : JAN, VOL. 63:1, p. 3-50
 2002 Pan, J.
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