SSRN Electronic Journal · 2013 · 28 citations · 48 references
BusinessEconomicsFinanceAsset PricingEconometricsFinancial EconomicsFactor ModelsFinancial RiskForeign Exchange RiskOption PricingRisk ForecastingRisk MeasurementCross-sectional ForecastingExchange Rate Risk PricingFactor Model SpecificationForeign Exchange Options PricingForeign Exchange Risk AnalysisForeign Exchange Risk ModelingUnbiased Evaluation
48
The Pricing of Options and Corporate Liabilities
Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.4K citations
Conditional Heteroskedasticity in Asset Returns: A New Approach
Daniel B. Nelson · Econometrica · 1991 · 10.4K citations
Expected stock returns and volatility
Kenneth R. French, G. William Schwert, Robert F. Stambaugh · Journal of Financial Economics · 1987 · 4.3K citations · Full text
Rare Disasters and Asset Markets in the Twentieth Century*
Robert J. Barro · The Quarterly Journal of Economics · 2006 · 2.4K citations · Full text