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~person:"Ornthanalai, Chayawat"
~subject:"ARCH model"
~subject:"Dynamische Wirtschaftstheorie"
~subject:"Economic dynamics"
~type_genre:"Graue Literatur"
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Ornthanalai, Chayawat
Christoffersen, Peter F.
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GARCH option valuation : theory and evidence
Christoffersen, Peter F.
;
Jacobs, Kris
;
Ornthanalai, …
-
2012
Persistent link: https://www.econbiz.de/10009667377
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2
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
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