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l 172 Jinghong Shu and Jin E. Zhang volatility, and it has a closed-form pricing formula. However, to calculate option prices based on Hes-ton's model, one needs the structural parameters ...
the effects of sfas no. 133 on financial statements in bank holding companies ... jinghong shu and jin e. zhang
T ESTING R ANGE E STIMATORS OF H ISTORICAL V OLATILITY JINGHONG SHU JIN E. ZHANG* This study investigates the relative performance of various historical volatil-ityestimators that ...
Jinghong SHU Dr Chor-yiu SIN Mr Michael SKULLY Miss Ping SONG Dr Aristotelis STOURAITIS
Jinghong Shu * School of International Trade and Economics, University of International Business & Economics, Huixindongjie, Beijing. Email: sjh88cn@yahoo.com.cn Jin E. Zhang ...
l 172 Jinghong Shu and Jin E. Zhang volatility, and it has a closed-form pricing formula. However, to calculate option prices based on Hes-ton's model, one needs the structural ...
Jinghong SHU Dr Chor-yiu SIN Mr Michael SKULLY Miss Ping SONG Dr Aristotelis STOURAITIS
T ESTING R ANGE E STIMATORS OF H ISTORICAL V OLATILITY JINGHONG SHU JIN E. ZHANG* This study investigates the relative performance of various historical volatil-ityestimators that ...
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