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Model Error in Contingent Claim Models Dynamic Evaluation

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Table 1: In-Sample Performance Analysis TOYS'R US, Dec 4 to Dec 15, 1989 1 Residual Analysis
Table 2: Out-of-Sample Performance Analysis TOYS'R US, Dec 4 to Dec 15, 89 1 Residual Analysis
Figure 1: MCMC Estimation, Sigma and Sigeta_2, TOYS’R US, Dec 1, 89: 140 quotes, 10 Parameters
Figure 2: Sigma, Intercept and Slope, Logarithm and Level Models TOYS’R US, 456 quotes Dec
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