A DIAGNOSTIC M-TEST FOR DISTRIBUTIONAL SPECIFICATION OF PARAMETRIC CONDITIONAL HETEROSCEDASTICITY MODELS FOR FINANCIAL DATA

	Presenter(s):	Bernard Lejeune, University of Liège, BELGIUM
	Co-Author(s):	none

THE IMPORTANCE OF THE LOSS FUNCTION IN OPTION PRICING

	Presenter(s):	Kris Jacobs, McGill University, CANADA
	Co-Author(s):	Peter Christoffersen, McGill University, CANADA

INTERNATIONAL CONTAGION EFFECTS FROM THE RUSSIAN CRISIS AND THE LTCM NEAR COLLAPSE

	Presenter(s):	Renee Fry, Queensland University of Technology, AUSTRALIA
	Co-Author(s):	Mardi Dungey, Australian National University, AUSTRALIA, Brenda Gonzalez-Hermosillo, International Monetary Fund, UNITED STATES and Vance Martin, University of Melbourne, AUSTRALIA

PARAMETRIC PRICING OF HIGHER ORDER MOMENTS IN S&P500 OPTIONS

	Presenter(s):	Vance Martin, University of Melbourne, AUSTRALIA
	Co-Author(s):	G.C. Lim, University of Melbourne, AUSTRALIA and Gael Martin, Monash University, AUSTRALIA

Total Papers in This session: 4