Forecasting volatility in the financial marketsde John L. Knight, S. SatchellMateriasOptions (Finance)Mathematical modelsPricesSecuritiesStock price forecastingFinanceEconometric modelsForeign exchange marketEdiciones (2)Forecasting Volatility (1999)
EEstimation of stationary stochastic processes via the empiriEstimation of stationary stochastic processes via the empirical characteristic function1994
PPricing interest rate derivatives in a non-parametric two-faPricing interest rate derivatives in a non-parametric two-factor term-structure model1999
