The name is absent



Сох, J. ja Ross, S. (1976): The Valuation of Options for Alternative Stochastic Processes.
Journal OfFinancial Economies, 3, s. 145-166.

Cox, J.C. ja Rubinstein, M. (1985): Options Markets. Prentice-HalL

Cryer, J.D. (1986): Time Series Analysis. PWS Publishers. Boston.

Cuthbertson, K. , Hall, S.G. ja Taylor, M.P. (1992): Applied Econometric Techniques.

Harvester Wheatsheaf, Hemel Hemstead.

Dixit, A.K ja Pindyck, R.S (1994) : Investment under Uncertainty. Priceton University Press.
New Jersey.

Eklund, J. , Harju, I. ja Lahti, A. (1990) : Options and Futures Markets in Finland and
Sweden. Suomen Optiomeklarit Oy. Katsaus No 1.

Emanuel, D. ja MacBeth, J. (1982): Further Results on Constant Elasticity of Variance Call
Option Models. Journal OfFinancial and Quantitative Analysis, 17, s. 533-554.

Engle, R.F (1982): Autoregressive Conditional Heteroskedasticity with Estimates of the UK
Inflation. Econometrica 50:4, s. 987-1007.

Evnine, J. ja Rudd, A. (1985): Index Optionslhe Early Evidence. Journal OfFinance 40:3, s.
743-756.

Fama, Eugene F. (1970): Efficient Capital Markets:a Review of Theory and Empirical Work.
Journal OfFinance 25:May, s. 383-417.

Fama, Eugene F. (1991): Efficient Capital Markets 2. Journal of Finance 46:December, s.
1575-1617.

Finucane, T.J. (1989): Black-Scholes Approximations of Call Option Prices with Stochastic
Volatility: a Note. Journal of Financial and Quantitative Analysis 24:4, s. 527-532.

Fomby, T.B. , Hill, C.R. ja Johnson, S.R. (1984): Advanced Econometric Methods. Springer-
Verlag. New York.

French, D. W. (1984): The Weekend Effect on the Distribution of Stock Prices: Implications
for Option Pricing. Journal of Financial Economics, 13, s. 457-559.

Galai, D (1978): Empirical Tests of Boundary Conditions for СВОЕ Options. Journal of
Financial Economics 9:4, s. 321-346.

Greene, W.H. (1995): Limdep Version 7.0. Economic Software, Inc. New York.

Gujarati, D.N. (1988): Basic Econometrics. Second Edition. McGraw- Hill Co.

Halpern, P.J. ja Turnbull, S.M. (1985): Empirical Tests of Boundary Conditions for Toronto
Stock Exchange Options. Journal of Finance 40:2, s. 481-500.



More intriguing information

1. LIMITS OF PUBLIC POLICY EDUCATION
2. The Macroeconomic Determinants of Volatility in Precious Metals Markets
3. Lending to Agribusinesses in Zambia
4. Commitment devices, opportunity windows, and institution building in Central Asia
5. sycnoιogιcaι spaces
6. The name is absent
7. The Economics of Uncovered Interest Parity Condition for Emerging Markets: A Survey
8. Fiscal federalism and Fiscal Autonomy: Lessons for the UK from other Industrialised Countries
9. Population ageing, taxation, pensions and health costs, CHERE Working Paper 2007/10
10. Can genetic algorithms explain experimental anomalies? An application to common property resources