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Journal of financial economics
Working Paper
431
Universität Zürich - Institut für Schweizerisches Bankwesen - Working Papers
190
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
180
Working paper
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Universität Zürich - Institut für schweizerisches Bankwesen
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Research paper series / Swiss Finance Institute
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Journal of banking & finance
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Universität Zürich - Institut für Schweizerisches Bankwesen - Equity Ownership
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Review of finance : journal of the European Finance Association
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Finanzmarkt und Portfolio-Management
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Journal of Economic Dynamics and Control
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The journal of real estate finance and economics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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European finance review : the official journal of the European Finance Association
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ECONIS (ZBW)
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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
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2
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
Saved in:
3
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
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