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The role of time-varying jump risk premia in pricing stock index options
Yun, Jaeho - In: Journal of empirical finance 18 (2011) 5, pp. 833-846
Persistent link: https://www.econbiz.de/10009492529
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Earnings announcements and option returns
Chung, Sung Gon; Louis, Henock - In: Journal of empirical finance 40 (2017), pp. 220-235
Persistent link: https://www.econbiz.de/10011745079
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Nonparametric estimates of pricing functionals
Marinelli, Carlo; D'Addona, Stefano - In: Journal of empirical finance 44 (2017), pp. 19-35
Persistent link: https://www.econbiz.de/10011817977
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Option valuation via nonaffine dynamics with realized volatility
Zhang, Yuanyuan; Zhang, Qian; Wang, Zerong; Wang, Qi - In: Journal of empirical finance 77 (2024), pp. 1-28
Persistent link: https://www.econbiz.de/10014578567
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Pricing of credit default index swap tranches with one-factor heavy-tailed copula models
Wang, Dezhong; Račev, Svetlozar T.; Fabozzi, Frank J. - In: Journal of empirical finance 16 (2009) 2, pp. 201-215
Persistent link: https://www.econbiz.de/10003839259
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A Bayesian view of temporary components in asset prices
Eraker, Bjørn - In: Journal of empirical finance 15 (2008) 3, pp. 503-517
Persistent link: https://www.econbiz.de/10003759567
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Structural models of corporate bond pricing with maximum likelihood estimation
Li, Ka Leung; Wong, Hoi Ying - In: Journal of empirical finance 15 (2008) 4, pp. 751-777
Persistent link: https://www.econbiz.de/10003759769
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Asset pricing models with errors-in-variables
Carmichael, Benoît; Coën, Alain - In: Journal of empirical finance 15 (2008) 4, pp. 778-788
Persistent link: https://www.econbiz.de/10003759770
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An inquiry into the economic fundamentals of the Fama and French equity factors
Simpson, Marc W.; Ramchander, Sanjay - In: Journal of empirical finance 15 (2008) 5, pp. 801-815
Persistent link: https://www.econbiz.de/10003776350
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Specification tests of asset pricing models using excess returns
Kan, Raymond; Robotti, Cesare - In: Journal of empirical finance 15 (2008) 5, pp. 816-838
Persistent link: https://www.econbiz.de/10003776354