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Extracting factors from heteroskedastic asset returns
Jones, Christopher S. - In: Journal of financial economics 62 (2001) 2, pp. 293-325
Persistent link: https://www.econbiz.de/10001621743
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The dynamics of stochastic volatility : evidence from underlying and options markets
Jones, Christopher S. - In: Journal of econometrics 116 (2003) 1/2, pp. 181-224
Persistent link: https://www.econbiz.de/10001772147
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Identification of maximal affine term structure models
Collin-Dufresne, Pierre; Goldstein, Robert S.; Jones, … - In: The journal of finance : the journal of the American … 63 (2008) 2, pp. 743-795
Persistent link: https://www.econbiz.de/10003822769