Constant elasticity of variance processes and applications to finance

Variance rationality A direct test

Batchelor, R.
City Univ., London (United Kingdom). Dept. of Banking and Finance

January 1990

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.95126(80) / BLDSC - British Libr...

Dividends and equity prices The variance trade off

Bray, M.
Marseguerra, G.
London School of Economics (United Kingdom). Financial Markets Group

January 2002

SIGLEAvailable from British Library Document Supply Centre-DSC:5300.405(413) / BLDSC - British Libra...

The econometrics of stochastic volatility

Harvey, A.C.
Shephard, N
London School of Economics (United Kingdom). Financial Markets Group

January 1993

Available from British Library Document Supply Centre- DSC:5300.405(LSE-FMG-DP--166) / BLDSC - Briti...

Variance function estimation

Kibua, T.K

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:DXN002700 / BLDSC - British Library ...

Applications of statistical physics to finance

D'Hulst, R.

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN041963 / BLDSC - British Library D...

Elastic properties of granular materials

Paine, A.

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN019852 / BLDSC - British Library D...

Review and specification of model elasticities

Department of Transport, London (United Kingdom)
Halcrow Fox and Associates, London (United Kingdom)
Accent Marketing and Research (United Kingdom)
Leeds Univ. (United Kingdom). Inst. for Transport Studies

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:GPC/03589 / BLDSC - British Library ...

Some static and dynamic finite elastic deformations

Andreadou, A

January 1989

SIGLEAvailable from British Library Document Supply Centre- DSC:D89772 / BLDSC - British Library Doc...

The constant elasticity of variance model and its implications for option pricing

Author(s) Stan Beckers
Stan Beckers

January 1980

Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use,...

Topics in nonlinear elasticity

Lin, P

January 1990

Available from British Library Document Supply Centre- DSC:DX91779 / BLDSC - British Library Documen...

Statistical mechanics of gases, liquids, liquid crystals and solids

Sear, R.P.

January 1995

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN007933 / BLDSC - British Library D...

Demand and supply The relationship between price elasticities and profitability in the UK

Menezes-Filho, N.A.
London School of Economics and Political Science (United Kingdom). Centre for Economic Performance

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.1206(350) / BLDSC - British Libr...

Income variance dynamics and heterogeneity

Meghir, C.
Pistaferri, L.
Institute for Fiscal Studies, London (United Kingdom)

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:4363.343505(01/07) / BLDSC - British ...

Characterizations based on variance inequalities and information measures

Borzadaran, G.R.M.

January 1997

Available from British Library Document Supply Centre-DSC:DXN022440 / BLDSC - British Library Docume...

The effect of shear on the stability and dynamic properties of elastic bodies

Connor, P.

January 1995

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN008313 / BLDSC - British Library D...

Variance rationality A direct test

Batchelor, R.
City Univ., London (United Kingdom). Dept. of Banking and Finance

January 1990

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.95126(80) / BLDSC - British Libr...

Dividends and equity prices The variance trade off

Bray, M.
Marseguerra, G.
London School of Economics (United Kingdom). Financial Markets Group

January 2002

SIGLEAvailable from British Library Document Supply Centre-DSC:5300.405(413) / BLDSC - British Libra...

The econometrics of stochastic volatility

Harvey, A.C.
Shephard, N
London School of Economics (United Kingdom). Financial Markets Group

January 1993

Available from British Library Document Supply Centre- DSC:5300.405(LSE-FMG-DP--166) / BLDSC - Briti...

Variance function estimation

Kibua, T.K

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:DXN002700 / BLDSC - British Library ...

Applications of statistical physics to finance

D'Hulst, R.

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN041963 / BLDSC - British Library D...

Elastic properties of granular materials

Paine, A.

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN019852 / BLDSC - British Library D...

Review and specification of model elasticities

Department of Transport, London (United Kingdom)
Halcrow Fox and Associates, London (United Kingdom)
Accent Marketing and Research (United Kingdom)
Leeds Univ. (United Kingdom). Inst. for Transport Studies

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:GPC/03589 / BLDSC - British Library ...

Some static and dynamic finite elastic deformations

Andreadou, A

January 1989

SIGLEAvailable from British Library Document Supply Centre- DSC:D89772 / BLDSC - British Library Doc...

The constant elasticity of variance model and its implications for option pricing

Author(s) Stan Beckers
Stan Beckers

January 1980

Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use,...

Topics in nonlinear elasticity

Lin, P

January 1990

Available from British Library Document Supply Centre- DSC:DX91779 / BLDSC - British Library Documen...

Statistical mechanics of gases, liquids, liquid crystals and solids

Sear, R.P.

January 1995

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN007933 / BLDSC - British Library D...

Demand and supply The relationship between price elasticities and profitability in the UK

Menezes-Filho, N.A.
London School of Economics and Political Science (United Kingdom). Centre for Economic Performance

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.1206(350) / BLDSC - British Libr...

Income variance dynamics and heterogeneity

Meghir, C.
Pistaferri, L.
Institute for Fiscal Studies, London (United Kingdom)

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:4363.343505(01/07) / BLDSC - British ...

Characterizations based on variance inequalities and information measures

Borzadaran, G.R.M.

January 1997

Available from British Library Document Supply Centre-DSC:DXN022440 / BLDSC - British Library Docume...

The effect of shear on the stability and dynamic properties of elastic bodies

Connor, P.

January 1995

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN008313 / BLDSC - British Library D...

Variance rationality A direct test

Batchelor, R.
City Univ., London (United Kingdom). Dept. of Banking and Finance

January 1990

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.95126(80) / BLDSC - British Libr...

Dividends and equity prices The variance trade off

Bray, M.
Marseguerra, G.
London School of Economics (United Kingdom). Financial Markets Group

January 2002

SIGLEAvailable from British Library Document Supply Centre-DSC:5300.405(413) / BLDSC - British Libra...

The econometrics of stochastic volatility

Harvey, A.C.
Shephard, N
London School of Economics (United Kingdom). Financial Markets Group

January 1993

Available from British Library Document Supply Centre- DSC:5300.405(LSE-FMG-DP--166) / BLDSC - Briti...

Constant elasticity of variance processes and applications to finance

Abstract

Extracted data

Constant elasticity of variance processes and applications to finance

Abstract

Extracted data

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