Forecasting Volatility using LINEX Loss Functions
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- Jun Yu, 2002.
"Forecasting volatility in the New Zealand stock market,"
Applied Financial Economics,
Taylor & Francis Journals, vol. 12(3), pages 193-202.
- Yu, Jun, 1999. "Forecasting Volatility in the New Zealand Stock Market," Working Papers 175, Department of Economics, The University of Auckland.
- Capelle-Blancard, Gunther & Jurczenko, Emmanuel & Maillet, Bertrand, 2001.
"The approximate option pricing model: performances and dynamic properties,"
Journal of Multinational Financial Management,
Elsevier, vol. 11(4-5), pages 427-443, December.
- Gunther Capelle-Blancard & Emmanuel Jurczenko & Bertrand Maillet, 2001. "The Approximate Option Pricing Model: Performances and Dynamic Properties," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00308985, HAL.
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