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~person:"Ornthanalai, Chayawat"
~subject:"ARCH model"
~subject:"Dynamische Wirtschaftstheorie"
~subject:"Economic dynamics"
~subject:"Economists"
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Search: "Christoffersen, Peter F."
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ARCH model
Dynamische Wirtschaftstheorie
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Option pricing theory
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Ornthanalai, Chayawat
Christoffersen, Peter F.
29
Bollerslev, Tim
12
Diebold, Francis X.
12
Jacobs, Kris
12
Andersen, Torben
8
Andersen, Torben G.
4
Feunou, Bruno
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Heston, Steven L.
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Jeon, Yoontae
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Babaoğlu, Kadir
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1
Elkamhi, Redouane
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The journal of derivatives : the official publication of the International Association of Financial Engineers
2
CREATES research paper
1
Journal of financial economics
1
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ECONIS (ZBW)
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Remembering Peter Christoffersen (1967-2018)
Chang, Bo Young
;
Jacobs, Kris
;
Ornthanalai, Chayawat
; …
- In:
The journal of derivatives : the official publication …
26
(
2018
)
1
,
pp. 109-111
Persistent link: https://www.econbiz.de/10011968677
Saved in:
2
GARCH option valuation : theory and evidence
Christoffersen, Peter F.
;
Jacobs, Kris
;
Ornthanalai, …
-
2012
Persistent link: https://www.econbiz.de/10009667377
Saved in:
3
GARCH option valuation : theory and evidence
Christoffersen, Peter F.
;
Jacobs, Kris
;
Ornthanalai, …
- In:
The journal of derivatives : the official publication …
21
(
2013
)
2
,
pp. 8-41
Persistent link: https://www.econbiz.de/10010358127
Saved in:
4
Option valuation with long-run and short-run volatility components
Christoffersen, Peter F.
;
Jacobs, Kris
;
Ornthanalai, …
- In:
Journal of financial economics
90
(
2008
)
3
,
pp. 272-297
Persistent link: https://www.econbiz.de/10003833351
Saved in:
5
Exploring time-varying jump intensities : evidence from S&P500 returns and options
Christoffersen, Peter F.
;
Jacobs, Kris
;
Ornthanalai, …
-
2008
Persistent link: https://www.econbiz.de/10003861266
Saved in:
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