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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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Nonlinear mean reversion in the short-term interest rate
Jones, Christopher S. - In: The review of financial studies 16 (2003) 3, pp. 793-843
Persistent link: https://www.econbiz.de/10001794935
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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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A nonlinear factor analysis of S&P 500 Index option returns
Jones, Christopher S. - In: The journal of finance : the journal of the American … 61 (2006) 5, pp. 2325-2363
Persistent link: https://www.econbiz.de/10003378710
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The predictive failure of the Baba, Hendry and Starr model of M1
Hess, Gregory D.; Jones, Christopher S.; Porter, Richard D. - In: Journal of economics & business 50 (1998) 6, pp. 477-507
Persistent link: https://www.econbiz.de/10001369031
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Investing in disappearing anomalies
Jones, Christopher S.; Pomorski, Lukasz - In: Review of finance : journal of the European Finance … 21 (2017) 1, pp. 237-267
Persistent link: https://www.econbiz.de/10011778582
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New orders and asset prices
Jones, Christopher S.; Tuzel, Selale - In: The review of financial studies 26 (2013) 1, pp. 115-157
Persistent link: https://www.econbiz.de/10009717757
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Inventory investment and the cost of capital
Jones, Christopher S.; Tuzel, Selale - In: Journal of financial economics 107 (2013) 3, pp. 557-579
Persistent link: https://www.econbiz.de/10009730602
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Bayesian range-based estimation of stochastic volatility models
Brandt, Michael W.; Jones, Christopher S. - In: Finance research letters 2 (2005) 4, pp. 201-209
Persistent link: https://www.econbiz.de/10003219463
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Mutual fund performance with learning across funds
Jones, Christopher S.; Shanken, Jay - In: Journal of financial economics 78 (2005) 3, pp. 507-552
Persistent link: https://www.econbiz.de/10003228836