Variance dynamics : joint evidence from options and high-frequency returns
Year of publication: |
2010
|
---|---|
Authors: | Wu, Liuren |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 160.2011, 1, p. 280-287
|
Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Optionspreistheorie | Option pricing theory |
-
Default risk and option returns
Vasquez, Aurelio, (2024)
-
Volatility and the pricing kernel
Schreindorfer, David, (2022)
-
Exploring time-varying jump intensities : evidence from S&P500 returns and options
Christoffersen, Peter F., (2008)
- More ...
-
The shale revolution and shifting crude dynamics
Sy, Malick, (2020)
-
Option Profit and Loss Attribution and Pricing : A New Framework
CARR, PETER, (2020)
-
The Role of Exchange Rates in the Intertemporal Risk-Return Relation in International Economies
Bali, Turan G., (2005)
- More ...