Narrow search
Showing 1 - 4 of 4
Cover Image
Time-changed Lévy LIBOR market model : pricing and joint estimation of the cap surface and swaption cube
Leippold, Markus; Strømberg, Jacob - In: Journal of financial economics 111 (2014) 1, pp. 224-250
Persistent link: https://www.econbiz.de/10010255531
Cover Image
Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets
Bardgett, Chris; Gourier, Elise; Leippold, Markus - In: Journal of financial economics 131 (2019) 3, pp. 593-618
Persistent link: https://www.econbiz.de/10012133017
Cover Image
Machine learning in the Chinese stock market
Leippold, Markus; Wang, Qian; Zhou, Wenyu - In: Journal of financial economics 145 (2022) 2,1, pp. 64-82
Persistent link: https://www.econbiz.de/10013473835
Cover Image
The global factor structure of exchange rates
Korsaye, Sofonias Alemu; Trojani, Fabio; Vedolin, Andrea - In: Journal of financial economics 148 (2023) 1, pp. 21-46
Persistent link: https://www.econbiz.de/10014282382