2000
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Paper Details |
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| 00-112 | Mascia Bedendo and Stewart Hodges Multivariate Distrbutional Tests based on the Empirical Characteristic Function Approach: A Comparison |
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| 00-111 | George Skiadopoulos and Stewart Hodges Simulating the Evolution of the Implied Distribution. In: European Financial Management Journal. 7:4, pp. 497-521. |
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| 00-110 | Vicky Henderson and David Hobson Real Options with Constant Relative Risk Aversion In: Forthcoming in Journal of Economic Dynamics and Control |
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| 00-109 | Russell Grimwood and Les Clewlow A Computational Framework for Contingent Claim Pricing and Hedging under Time Dependent Asset Processes |
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| 00-108 | Russel Grimwood and Stewart Hodges The Languages of Contingent Claim Contracts |
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| 00-107 | Russell Grimwood and Stewart Hodges Taxonomy of Algorithms |
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| 00-106 | Robert G Tompkins Stochastic Volatility Models with Jumps: Implications for Smiles in Foreign Exchange Markets |
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| 00-105 | Robert G Tompkins Stock Index Futures Markets: Stochastic Volatility Models and Smiles |
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| 00-104 | Robert G Tompkins Fixed Income Futures Markets: Stochastic Volatility Models and Smiles |
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| 00-103 | Stewart Hodges and Robert Tompkins The Sampling properties of Volatility Cones |
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| 00-102 | Pablo Noceti, Jeremy Smith and Stewart Hodges An Evaluation of Tests of Distributional Forecasts |
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| 00-101 | George Skiadopoulos Volatility Smile Consistent Option Models: A Survey In: International Journal of Theoretical and Applied Finance, 4:3, pp. 403-437. |
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| 00-100 | Soosung Hwang and Steve E. Satchell Valuing Information Using Utility Functions |
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| 00-99 | S. Hwang and Steve E. Satchell Calculating the Miss-specification in Beta from Using a Proxy for the Market Portfolio |
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| 00-98 | Soosung Hwang Properties of Cross-sectional Volatility |
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| 00-97 | George A. Christodoulakis and Steve E. Satchell Evolving Systems of Financial Returns: Auto-Regressive Conditional Beta |
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| 00-96 | L. Middleton and S. E. Satchell Deriving the APT when the Number of Factors is Unknown |
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| 00-95 | C. S. Pedersen and S. E. Satchell Evaluating the Performance of Nearest Neighbour Algorithms when Forecasting US Industry Returns |
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