Similar Search Results

He, Xin-Jiang; Lin, Sha - In: The journal of futures markets 43 (2023) 7, pp. 951-967

Persistent link: https://www.econbiz.de/10014293271

Christoffersen, Peter F.; Jacobs, Kris; Chang, Bo Young - 2013

Persistent link: https://www.econbiz.de/10011507021

Christoffersen, Peter F.; Jacobs, Kris; Chang, Bo Young - 2011

Persistent link: https://www.econbiz.de/10009385092

Park, Koohyun; Rhee, Thomas - In: Asia-Pacific journal of financial studies 46 (2017) 5, pp. 760-789

Persistent link: https://www.econbiz.de/10011779403

Christoffersen, Peter; Jacobs, Kris; Chang, Bo Young - In: Handbook of Economic Forecasting : volume 2, part A, (pp. 581-656). 2013

consider results on option-implied covariance, correlation and beta forecasting, as well as the use of option …

Persistent link: https://www.econbiz.de/10014025539

Götz, Barbara; Escobar, Marcos; Zagst, Rudi - In: Applied mathematical finance 21 (2014) 3/4, pp. 363-397

Persistent link: https://www.econbiz.de/10010499671

Romo, Jacinto Marabel - In: International journal of theoretical and applied finance 15 (2012) 7, pp. 1-32

Persistent link: https://www.econbiz.de/10009685884

Escobar, Marcos; Götz, Barbara; Neykova, Daniela; … - In: International journal of theoretical and applied finance 18 (2015) 3, pp. 1-44

Persistent link: https://www.econbiz.de/10011403748

Escobar, Marcos; Krause, Daniel; Zagst, Rudi - In: Review of derivatives research 19 (2016) 3, pp. 165-200

Persistent link: https://www.econbiz.de/10011927967

Wang, Xingchun - In: Finance research letters 19 (2016), pp. 90-97

Persistent link: https://www.econbiz.de/10011657466