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CREATES research paper
Journal of econometrics
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Working Papers / Duke University, Department of Economics
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Volatility in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim
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Sizova, Natalia
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Tauchen, George Eugene
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2009
Persistent link: https://www.econbiz.de/10003849492
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The fine structure of equity-index option dynamics
Andersen, Torben
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Bondarenko, Oleg
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Todorov, Viktor
; …
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2013
Persistent link: https://www.econbiz.de/10010226774
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