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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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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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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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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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Option Mispricing around Nontrading Periods
JONES, CHRISTOPHER S.; SHEMESH, JOSHUA - In: The Journal of Finance 73 (2018) 2, pp. 861-900
Persistent link: https://www.econbiz.de/10012094177
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Free cash flow, optimal contracting, and takeovers
Goldman, Eitan; Jones, Christopher S.; Kaniel, Ron - 1997
Persistent link: https://www.econbiz.de/10000957423
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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
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Can interest rate volatility be extracted from the cross section of bond yields?
Collin-Dufresne, Pierre; Goldstein, Robert S.; Jones, … - In: Journal of financial economics 94 (2009) 1, pp. 47-66
Persistent link: https://www.econbiz.de/10003891547
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Volatility forecasting with range-based EGARCH models
Brandt, Michael W.; Jones, Christopher S. - In: Journal of business & economic statistics : JBES ; a … 24 (2006) 4, pp. 470-486
Persistent link: https://www.econbiz.de/10003385173
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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