haku: @journal_id 780 / yhteensä: 133
viitteet: 25-34 / 133
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 otsikkovuositekijä
25.
Unbiased estimation of expected return using CAPM
International Review of Financial Analysis
2003 : VOL. 12:1, p. 69-82
 2003 Bartholdy, J.
Peare, P.
26.
Contemporaneous intraday volume, option, and futures volatility transmissions across parallel markets
International Review of Financial Analysis
2003 : VOL. 12:1, p. 49-68
 2003 Chng, M.
Gannon, G.
27.
Continuous time and nonparametric modelling of U.S. interest rate models
International Review of Financial Analysis
2003 : VOL. 12:1, p. 25-34
 2003 Nowman, K. B.
Saltoglu, B.
28.
Violation of the iid-normal assumption: Effects on tests of asset-pricing models using Australian data
International Review of Financial Analysis
2002 : VOL. 11:4, p. 491-510
 2002 Groenewold, N.
Fraser, P.
29.
On the usefulness of linear factor models in predicting expected returns in mean-variance analysis
International Review of Financial Analysis
2002 : VOL. 11:4, p. 449-466
 2002 Fletcher, J.
Hillier, J.
30.
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.
31.
Credit risk The case of First Interstate Bankcorp
International Review of Financial Analysis
2002 : VOL. 11:2, p. 229-248
 2002 Brown, C. A.
Wang, S.
32.
The aggregate credit spread and the business cycle
International Review of Financial Analysis
2002 : VOL. 11:2, p. 219-228
 2002 Guha, D.
Hiris, L.
33.
Modeling credit spreads An application to the sterling Eurobond market
International Review of Financial Analysis
2002 : VOL. 11:2, p. 183-218
 2002 Manzoni, K.
34.
The stochastic-volatility American put option of banks' credit line commitments: Valuation and policy implications
International Review of Financial Analysis
2002 : VOL. 11:2, p. 159-182
 2002 Chateau, J.-P.
Dufresneb, D.
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