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The crash of '87 : was it expe...
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Bates, David S.
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ECONIS (ZBW)
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1
Dollar jump fears : 1984 - 1992 ; distributional abnormalities implicit in currency futures options
Bates, David S.
- In:
Journal of international money and finance
15
(
1996
)
1
,
pp. 65-93
Persistent link: https://www.econbiz.de/10001197734
Saved in:
2
Jumps and stochastic volatility : exchange rate processes implicit in PHLX Deutschemark options
Bates, David S.
-
1993
Persistent link: https://www.econbiz.de/10000884445
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3
Post-'87 crash fears in S&P 500 futures options
Bates, David S.
-
1997
Persistent link: https://www.econbiz.de/10000619727
Saved in:
4
Maximum likelihood estimation of latent affine processes
Bates, David S.
- In:
The review of financial studies
19
(
2006
)
3
,
pp. 909-965
Persistent link: https://www.econbiz.de/10003358398
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5
US stock market crash risk, 1926 - 2006
Bates, David S.
-
2009
Persistent link: https://www.econbiz.de/10003837108
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6
The market for crash risk
Bates, David S.
- In:
Journal of economic dynamics & control
32
(
2008
)
7
,
pp. 2291-2321
Persistent link: https://www.econbiz.de/10003732926
Saved in:
7
How crashes develop : intradaily volatility and crash evolution
Bates, David S.
-
2016
Persistent link: https://www.econbiz.de/10011451109
Saved in:
8
Hedging the smirk
Bates, David S.
- In:
Finance research letters
2
(
2005
)
4
,
pp. 195-200
Persistent link: https://www.econbiz.de/10003219458
Saved in:
9
The market for crash risk
Bates, David S.
-
2001
Persistent link: https://www.econbiz.de/10001621523
Saved in:
10
Maximum likelihood estimation of latent affine processes
Bates, David S.
-
2003
Persistent link: https://www.econbiz.de/10001758410
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