Chang, Chia-Lin; McAleer, Michael; Allen, Allen, D.E. - Faculteit der Economische Wetenschappen, Erasmus … - 2013
simple model free volatility in a high frequency world, arbitrage-free implied volatility surfaces for options on single …Research papers in empirical finance and financial econometrics are among the most widely cited, downloaded and viewed … Developments in Financial Economics and Econometrics”. The breadth of coverage is substantial, and includes original research and …