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The weekday effect on the Shanghai stock exchange

journal articles
Wong KA, Chen R and Shang X
Year
1999

An analytical approximation for the GARCH option pricing model

journal articles
Duan J-C, Gauthier G and Simonato J-G
Infopro Digital Services Limited
Year
1999

21st International Seminar on Macroeconomics

journal articles
Rose AK and Wyplosz C
Elsevier Science Bv
Year
1999

Information and liquidity effects of government approved stock investments

journal articles
Lim KG, Wong KA, Yeo WY and Wong SC
Year
1999

Pricing foreign currency and cross-currency options under GARCH

journal articles
Duan JC and Wei JZ
Year
1999

Arbitrage, cointegration, and the joint dynamics of prices across discrete commodity futures auctions

journal articles
Low AHW, Muthuswamy J and Webb RI
Year
1999

White and nonwhite trends in first birth timing: Comparisons using vital registration and current population surveys

journal articles
Chen R, Morgan SP, Botev N and Huang J
Year
1999

Volatility and maturity effects in the Nikkei index futures

journal articles
Chen YJ, Duan JC and Hung MW
Year
1999

Capital standard, forbearance and deposit insurance pricing under GARCH

journal articles
Duan JC and Yu MT
Year
1999

Managing banks’ duration gaps when interest rates are stochastic and equity has limited liability

journal articles
Duan J, Sealey CW and Yan Y
Year
1999