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~isPartOf:"Review of derivatives research"
~isPartOf:"The journal of business : B"
~subject:"Innovation"
~subject:"Volatility"
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Review of derivatives research
The journal of business : B
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Daily return volatility, bid-ask spreads, and information flow : analyzing the information content of volume
Li, Jinliang
;
Wu, Chunchi
- In:
The journal of business : B
79
(
2006
)
5
,
pp. 2697-2739
Persistent link: https://www.econbiz.de/10003406554
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Bayesian estimation of the stochastic volatility model with double exponential jumps
Li, Jinzhi
- In:
Review of derivatives research
24
(
2021
)
2
,
pp. 157-172
Persistent link: https://www.econbiz.de/10012549106
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