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Carverhill, Andrew P.
22
results:
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Online (21)
Print (1)
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Articles (Online) (20)
Articles (Print) (1)
OpenAccess-fulltext (1)
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1
A Bootstrap Analysis of the Nikkei 225:
Kung, James J.
;
Carverhill, Andrew P.
Journal of Economic Integration. 27 (2012) 3 - p. 487-504 , 2012
Link:
https://www.jstor.org/st..
?
2
Indonesia's stock market: evolving role, growing efficiency:
Kung, James J.
;
Carverhill, Andrew P.
;
McLeod, Ross H.
Bulletin of Indonesian Economic Studies. 46 (2010) 3 - p. 329-346 , 2010
Link:
https://doi.org/10.1080/..
?
3
An efficient ex-ante criterion for ranking investment strat..:
Kung, James J.
;
Carverhill, Andrew P.
Applied Mathematics and Computation. 210 (2009) 1 - p. 258-268 , 2009
Link:
https://doi.org/10.1016/..
?
4
A cointegration study of the efficiency of the US Treasury ..:
, In:
Applied economics
Kung, James J.
;
Carverhill, Andrew P.
. (2005) 6 - p. 695-703
Copies:
Zentrale
;
?
5
Indonesia's stock market: evolving role, growing efficiency:
Kung, James J
;
Carverhill, Andrew P
;
McLeod, Ross
0007-4918. ,
Link:
http://hdl.handle.net/18..
?
6
Lyapunov Exponents for a Stochastic Analogue of the Geodesi..:
Carverhill, A. P.
;
Elworthy, K. D.
Transactions of the American Mathematical Society. 295 (1986) 1 - p. 85-105 , 1986
Link:
https://www.jstor.org/st..
?
7
The sodium pump in opossum vascular smooth muscle:
Carverhill, P
;
Fox, J.E
;
McWade, D
.
Comparative Biochemistry and Physiology Part A: Physiology. 82 (1985) 3 - p. 621-625 , 1985
Link:
https://doi.org/10.1016/..
?
8
Flows of stochastic dynamical systems: The functional analy..:
Carverhill, A. P.
;
Elworthy, K. D.
Zeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete. 65 (1983) 2 - p. 245-267 , 1983
Link:
https://doi.org/10.1007/..
?
9
A Bayesian analysis of time-varying jump risk in S&P 500 re..:
Carverhill, Andrew
;
Luo, Dan
Journal of Financial Markets. 64 (2023) - p. 100786 , 2023
Link:
https://doi.org/10.1016/..
?
10
Pricing and integration of credit default swap index tranch..:
Carverhill, Andrew
;
Luo, Dan
Journal of Futures Markets. 40 (2019) 4 - p. 503-526 , 2019
Link:
https://doi.org/10.1002/..
?
11
Corporate Liquidity and Capital Structure:
Anderson, Ronald W.
;
Carverhill, Andrew
The Review of Financial Studies. 25 (2012) 3 - p. 797-837 , 2012
Link:
https://www.jstor.org/st..
?
12
Corporate Liquidity and Capital Structure:
Anderson, Ronald W.
;
Carverhill, Andrew
Review of Financial Studies. 25 (2011) 3 - p. 797-837 , 2011
Link:
https://doi.org/10.1093/..
?
13
The smirk in the S&P500 futures options prices: a linearize..:
Carverhill, Andrew
;
Cheuk, Terry H. F.
;
Dyrting, Sigurd
Review of Derivatives Research. 12 (2009) 2 - p. 109-139 , 2009
Link:
https://doi.org/10.1007/..
?
14
A note on the efficiency of the binomial option pricing mod..:
Clewlow, Les
;
Carverhill, Andrew
The European Journal of Finance. 2 (1996) 3 - p. 297-304 , 1996
Link:
https://doi.org/10.1080/..
?
15
A simplified exposition of the health, Jarrow and Morton mo..:
Carverhill, Andrew
Stochastics and Stochastic Reports. 53 (1995) 3-4 - p. 227-240 , 1995
Link:
https://doi.org/10.1080/..
1-15