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~isPartOf:"Journal of financial economics"
~person:"Carr, Peter"
~person:"Ghysels, Eric"
~person:"Nielsen, Morten Ørregaard"
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Option pricing theory
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1
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Carr, Peter
Ghysels, Eric
Nielsen, Morten Ørregaard
Bollerslev, Tim
5
Christoffersen, Peter F.
5
Jacobs, Kris
5
Longstaff, Francis A.
5
Sarno, Lucio
5
Aït-Sahalia, Yacine
4
Bai, Jennie
4
Bakshi, Gurdip S.
4
Bekaert, Geert
4
Chernov, Mikhail
4
Della Corte, Pasquale
4
Goldstein, Robert S.
4
Todorov, Viktor
4
Ang, Andrew
3
Bali, Turan G.
3
Binsbergen, Jules H. van
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Chan, Kalok
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Collin-Dufresne, Pierre
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Campbell, John Y.
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Journal of financial economics
Journal of econometrics
10
CIRANO Working Papers
9
Queen's Economics Department working paper
9
Queen's Economics Department Working Paper
8
Finance
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Journal of empirical finance
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
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NYU Tandon Research Paper
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Robert H. Smith School Research Paper
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
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The review of economics and statistics
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Applied mathematical finance
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Discussion paper / Centre for Economic Policy Research
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Finance and stochastics
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Finance research letters
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International journal of theoretical and applied finance
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Journal of applied econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Research paper series / Swiss Finance Institute
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Staff reports / Federal Reserve Bank of New York
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The journal of derivatives : JOD
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The review of financial studies
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Working Papers / Economics Department, Queen's University
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Working paper / National Bureau of Economic Research, Inc.
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AFA 2005 Philadelphia Meetings
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Annual Review of Financial Economics
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Annual review of financial economics
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Baruch College Zicklin School of Business Research Paper
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Bloomberg Portfolio Research Paper
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CORE discussion paper : DP
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Cahier / Département de Sciences Économiques, Université de Montréal
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ECONIS (ZBW)
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A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
Chernov, Mikhail
;
Ghysels, Eric
- In:
Journal of financial economics
56
(
2000
)
3
,
pp. 407-458
Persistent link: https://www.econbiz.de/10001483311
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2
Analyzing volatility risk and risk premium in option contracts : a new theory
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
120
(
2016
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011590060
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