Extension of stochastic volatility equity models with the Hull–White interest rate process

By Grzelak Lech A.   Oosterlee Cornelis W.   Van Weeren Sacha  

Quantitative Finance, Vol. 12, Iss. 1, 2012-01 ,pp. : 89-105

Routledge Ltd

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Do local analysts have an informational advantage in forecasting stock returns? Evidence from the German DAX30

By Hendricks T.  

Finanzmarkt und Portfolio Management, Vol. 24, Iss. 2, 2010-06 ,pp. : 137-158

Springer Publishing Company

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Do banks’ buy and sell recommendations influence stock market volatility? Evidence from the German DAX30

By Hendricks Torben W.   Kempa Bernd   Pierdzioch Christian  

The European Journal of Finance, Vol. 18, Iss. 1, 2012-01 ,pp. : 29-39

Routledge Ltd

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Convergence of Heston to SVI

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Quantitative Finance, Vol. 11, Iss. 8, 2011-08 ,pp. : 1129-1132

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A multifactor volatility Heston model

By Da Fonseca JosE   Grasselli Martino   Tebaldi Claudio  

Quantitative Finance, Vol. 8, Iss. 6, 2008-09 ,pp. : 591-604

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