Items where Author is "Kaeck, Dr Andreas"
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Alexander, C. and Kaeck, A. (2012) Does model fit matter for hedging? Evidence from FTSE 100 options. Journal of Futures Markets, 32 (7). pp. 609-638. ISSN 1096-9934 doi: 10.1002/fut.20537
Kaeck, A. and Alexander, C. (2011) Stochastic volatility jump-diffusions for European equity index dynamics. European Financial Management. ISSN 1468-036X (In Press)
Alexander, C. and Kaeck, A. (2008) Regime dependent determinants of credit default swap spreads. Journal of Banking & Finance, 32 (6). pp. 1008-1021. ISSN 0378-4266 doi: 10.1016/j.jbankfin.2007.08.002