Details about Ilir Roko

Access statistics for papers by Ilir Roko.

Last updated 2016-06-08. Update your information in the RePEc Author Service.

Short-id: pro178

Working Papers

2006

1. Using Economic and Financial Information for Stock Selection
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (1)
   See also Journal Article Using economic and financial information for stock selection, Computational Management Science, Springer (2008) View citations (4) (2008)

2005

2. Alternative Characterizations of the European Continuous-Installment Option Valuation Problem
   Computing in Economics and Finance 2005, Society for Computational Economics
3. Using economic and financial information for active asset allocation decisions: A comparison of alternative approaches
   Computing in Economics and Finance 2005, Society for Computational Economics

2004

4. Valuation of American Continuous-Installment Options
   Computing in Economics and Finance 2004, Society for Computational Economics
   See also Journal Article Valuation of American Continuous-Installment Options, Computational Economics, Springer (2005) View citations (4) (2005)

Journal Articles

2012

1. Estimation of SEM with GARCH errors
   Computational Statistics & Data Analysis, 2012, 56, (11), 3153-3181

2008

2. Using economic and financial information for stock selection
   Computational Management Science, 2008, 5, (4), 317-335 View citations (4)
   See also Working Paper Using Economic and Financial Information for Stock Selection, Swiss Finance Institute Research Paper Series (2006) View citations (1) (2006)

2005

3. Valuation of American Continuous-Installment Options
   Computational Economics, 2005, 25, (1), 143-165 View citations (4)
   See also Working Paper Valuation of American Continuous-Installment Options, Computing in Economics and Finance 2004 (2004) (2004)