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Semiparametric analysis of stationary fractional cointegration and the implied-realized volatility relation in high-frequency options data
Christensen, Bent Jesper (contributor);  … - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599144
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Semiparametric analysis of stationary fractional cointegration and the implied-realized volatility relation in high frequency
Christensen, Bent Jesper (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001599613
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The impact of financial crises on the risk-return tradeoff and the leverage effect
Christensen, Bent Jesper; Ørregaard Nielsen, Morten; … - 2012
Persistent link: https://www.econbiz.de/10009531560