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person:"Cheung, Yin-Wong"
subject:"Volatility"
~isPartOf:"Journal of econometrics"
~person:"Caporin, Massimiliano"
~subject:"Kointegration"
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Cheung, Yin-Wong
Caporin, Massimiliano
Todorov, Viktor
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Option pricing with non-Gaussian scaling and infinite-state switching volatility
Baldovin, Fulvio
;
Caporin, Massimiliano
;
Caraglio, Michele
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 486-497
Persistent link: https://www.econbiz.de/10011499748
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2
A causality-in-variance test and its application to financial market prices
Cheung, Yin-Wong
- In:
Journal of econometrics
72
(
1996
)
1
,
pp. 33-48
Persistent link: https://www.econbiz.de/10001198033
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