BEDENDO M; HODGES S.D., The Dynamics of the Volatility Skew: A Kalman Filter Approach, «JOURNAL OF BANKING & FINANCE», 2009, 33, pp. 1156 - 1165 [Scientific article]
BEDENDO M; CATHCART L; EL-JAHEL L, The Slope of the Term Structure of Credit Spreads: An Empirical Investigation, «THE JOURNAL OF FINANCIAL RESEARCH», 2007, 30, pp. 237 - 257 [Scientific article]
BEDENDO M; HODGES S.D; ANAGNOU I; TOMPKINS R, Forecasting Accuracy of Implied and GARCH-based Probability Density Functions, «THE REVIEW OF FUTURES MARKETS», 2005, 11, pp. 41 - 66 [Scientific article]
BEDENDO M; CATHCART L; EL-JAHEL L; LIESCH L, Trading Down the Slope(s), «RISK», 2005, 18, pp. 107 - 110 [Scientific article]
BEDENDO M; HODGES S.D, A parsimonious continuous time model of equity index returns (inferred from high frequency data), «INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE», 2004, 7, pp. 997 - 1030 [Scientific article]
