27 search results - page 5 / 6 » An Empirical Model for Volatility of Returns and Option Pric... |
WSC
2007
13 years 10 months ago
2007
Equity Indexed Annuities (EIAs) are popular insurance contracts. EIAs provide the insured with a guaranteed accumulation rate on their premium at maturity. In addition, the insure...
GECCO
2007
Springer
14 years 1 months ago
2007
Springer
Schulenburg [15] first proposed the idea to model different trader types by supplying different input information sets to a group of homogenous LCS agent. Gershoff [12] investigat...
JAMDS
2000
13 years 7 months ago
2000
Bian and Dickey (1996) developed a robust Bayesian estimator for the vector of regression coefficients using a Cauchy-type g-prior. This estimator is an adaptive weighted average o...
ENVSOFT
2006
13 years 7 months ago
2006
: Since Keynes (1930) and Hicks (1939) propounded their theory of normal backwardation, the issue of whether hedgers must pay speculators an insurance premium has remained controve...
GECCO
2005
Springer
14 years 1 months ago
2005
Springer
Academic literature has documented for a long time the existence of important price gains in the first trading day of initial public offerings (IPOs). Most of the empirical analys...