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Implied volatility functions : empirical tests
Dumas, Bernard; Fleming, Jeff; Whaley, Robert E. - 1996
Persistent link: https://www.econbiz.de/10000584825
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Hysteresis bands on returns, holding period and transaction costs
Delgado, Francisco; Dumas, Bernard; Puopolo, Giovanni W. - In: Journal of banking & finance 57 (2015), pp. 86-100
Persistent link: https://www.econbiz.de/10011543798
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Implied volatility functions : empirical tests
Dumas, Bernard; Fleming, Jeff; Whaley, Robert E. - 1996
Persistent link: https://www.econbiz.de/10000936200
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Implied volatility functions : empirical tests
Dumas, Bernard - In: The journal of finance : the journal of the American … 53 (1998) 6, pp. 2059-2106
Persistent link: https://www.econbiz.de/10001251913
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Implied volatility functions : empirical tests
Dumas, Bernard; Fleming, Jeff; Whaley, Robert E. - In: New research in financial markets, (pp. 39-81). 2001
Persistent link: https://www.econbiz.de/10001674478
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From volatility smiles to the volatility of volatility
Dumas, Bernard; Luciano, Elisa - In: Decisions in economics and finance : DEF ; a journal of … 42 (2019) 2, pp. 387-406
Persistent link: https://www.econbiz.de/10012127226
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Implied volatility functions : empirical tests
Dumas, Bernard - 1996
Persistent link: https://www.econbiz.de/10013422413
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Firms' exposures to geographic risks
Dumas, Bernard; Gabuniya, Tymur; Marston, Richard C. - 2020
Persistent link: https://www.econbiz.de/10012385034