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Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in thePHLX Deutschemark Options / David S. Bates. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w4596.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 1993
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w4596.

Testing Option Pricing Models / David S. Bates. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w5129.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 1995
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w5129.

Post-'87 Crash Fears in S&P 500 Futures Options / David S. Bates. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w5894.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 1997
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w5894.

Valuing the Futures Market Clearinghouse's Default Exposure During the 1987 Crash / David Bates, Roger Craine. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w6505.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 1998
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w6505.

Financial markets assessments of EMU / David S. Bates. by
Material type: Article Article
Language: English In: Carnegie-Rochester Conference Series on Public Policy Elsevier Science B.V Vol. 51, (December 1999). , p. 229-269.
Availability: Vol. 51, (December 1999). , p. 229-269. (1)

Financial Markets' Assessment of EMU / David S. Bates. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w6874.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 1999
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w6874.

The Market for Crash Risk / David S. Bates. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w8557.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 2001
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w8557.

Empirical option pricing: a retrospection / David S. Bates. by
Material type: Article Article
Language: English In: Journal of Econometrics Elsevier Science B.V Vol. 116, No. 1-2 (September-October 2003). , p. 387-404.
Availability: Vol. 116, No. 1-2 (September-October 2003). , p. 387-404. (1)

Maximum Likelihood Estimation of Latent Affine Processes / David S. Bates. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w9673.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 2003
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w9673.

The market for crash risk / David S. Bates. by
Material type: Article Article
Language: English In: Journal of Economic Dynamics and Control Elsevier B.V Vol. 32, No. 7 (July 2008). , p. 2291-2321.
Availability: Vol. 32, No. 7 (July 2008). , p. 2291-2321. (1)

U.S. Stock Market Crash Risk, 1926-2006 / David S. Bates. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w14913.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 2009
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w14913.

How Crashes Develop: Intradaily Volatility and Crash Evolution / David S. Bates. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w22028.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 2016
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w22028.

Empirical Option Pricing Models / David S. Bates. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w29554.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 2021
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w29554.

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