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Jumps and stochastic volatility : exchange rate processes implicit in PHLX Deutschemark options
Bates, David S. - 1993
Persistent link: https://www.econbiz.de/10000884445
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Post-'87 crash fears in S&P 500 futures options
Bates, David S. - 1997
Persistent link: https://www.econbiz.de/10000619727
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Valuing the futures market clearinghouse's default exposure during the 1987 crash
Bates, David S.; Craine, Roger N. - 1998
Persistent link: https://www.econbiz.de/10000662488
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US stock market crash risk, 1926 - 2006
Bates, David S. - 2009
Persistent link: https://www.econbiz.de/10003837108
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How crashes develop : intradaily volatility and crash evolution
Bates, David S. - 2016
Persistent link: https://www.econbiz.de/10011451109
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Maximum likelihood estimation of latent affine processes
Bates, David S. - 2003
Persistent link: https://www.econbiz.de/10001758410