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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Oil price"
~subject:"Risikoprämie"
~subject:"Statistische Methode"
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Oil price
Risikoprämie
Statistische Methode
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Journal of financial and quantitative analysis : JFQA
CREATES research paper
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Journal of financial economics
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Review of finance : journal of the European Finance Association
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Option-based estimation of the price of coskewness and cokurtosis risk
Christoffersen, Peter F.
;
Fournier, Mathieu
;
Jacobs, Kris
; …
- In:
Journal of financial and quantitative analysis : JFQA
56
(
2021
)
1
,
pp. 65-91
Persistent link: https://www.econbiz.de/10012437371
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2
The economic value of realized volatility : using high-frequency returns for option valuation
Christoffersen, Peter F.
;
Feunou, Bruno
;
Jacobs, Kris
; …
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
3
,
pp. 663-697
Persistent link: https://www.econbiz.de/10010487742
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