A Unified Approach for Pricing Contingent Claims on Multiple Term Structures Robert JarrowStuart Turnbull OriginalPaper Pages: 5 - 19
On the Efficiency of Conditional Heteroskedasticity Models T. Y. LeeTony Wirjanto OriginalPaper Pages: 21 - 37
The Nature and Persistence of Initial Public Offering Aftermarket Returns Predictability Douglas Hensler OriginalPaper Pages: 39 - 58
Benchmark Invariancy, Seasonality and APM-Free Portfolio Performance Measures Lawrence KryzanowskiSimon LalancetteMinh Chau To OriginalPaper Pages: 75 - 94
Fractionally Integrated Models With ARCH Errors: With an Application to the Swiss 1-Month Euromarket Interest Rate Michael HauserRobert Kunst OriginalPaper Pages: 95 - 113