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Volatility Forecasting With Ra...
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Brandt, Michael W.
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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
Saved in:
2
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
Saved in:
3
Volatility Forecasting With Range-Based EGARCH Models
Brandt, Michael W.
;
Jones, Christopher S.
- In:
Journal of Business & Economic Statistics
24
(
2006
)
October
,
pp. 470-486
Persistent link: https://www.econbiz.de/10005532449
Saved in:
4
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/10005397361
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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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