| Title | Other author(s) | |
|---|---|---|
Predictable Dynamics in the S&P 500 Index Options Implied Volatility SurfaceSt Louis Fed Working Papers [View] (Paper: 2005-010, 18.01.2005) |
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Bootstrapping autoregressions with conditional heteroskedasticity of unknown formEuropean Central Bank Working papers [View] (Paper: 0196, 02.04.2003) |