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subject:"Aktienindex"
subject:"Volatility"
~isPartOf:"The journal of futures markets"
~person:"Connolly, Robert A."
~person:"Corrado, Charles Joseph"
~subject:"Risiko"
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Aktienindex
Volatility
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Estimation
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1995
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Connolly, Robert A.
Corrado, Charles Joseph
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Chi, Yeguang
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The journal of futures markets
Journal of empirical finance
1
Journal of financial markets
1
The European journal of finance
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ECONIS (ZBW)
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Beta and size equity premia following a high-VIX threshold
Bansal, Naresh K.
;
Connolly, Robert A.
;
Stivers, …
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1491-1517
Persistent link: https://www.econbiz.de/10013287992
Saved in:
2
An empirical test of the Hull-White option pricing model
Corrado, Charles Joseph
- In:
The journal of futures markets
18
(
1998
)
4
,
pp. 363-378
Persistent link: https://www.econbiz.de/10001242646
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