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Number of items: 3.
Article
Høg, Esben and Tsiaras, Leonidas Density forecasts of crude-oil prices using option-implied and ARCH-type models. Journal of Futures Markets, 31 (8), pp. 727-754.
Monograph
Tsiaras, Leonidas (2010). Dynamic models of exchange rate dependence using option prices and historical returns. Working Paper. Aarhus University. (Unpublished)
Tsiaras, Leonidas (2010). The forecast performance of competing implied volatility measures:the case of individual stocks. Working Paper. Aarhus University. (Unpublished)
This list was generated on Tue Apr 10 01:09:05 2018 BST.