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Post-'87 crash fears in S&P 500 futures options
Bates, David S. - 1997
Persistent link: https://www.econbiz.de/10000619727
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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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US stock market crash risk, 1926 - 2006
Bates, David S. - 2009
Persistent link: https://www.econbiz.de/10003837108
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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
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How crashes develop : intradaily volatility and crash evolution
Bates, David S. - 2016
Persistent link: https://www.econbiz.de/10011451109
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Hedging the smirk
Bates, David S. - In: Finance research letters 2 (2005) 4, pp. 195-200
Persistent link: https://www.econbiz.de/10003219458
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Multivariate unit root tests and testing for convergence
Harvey, Andrew C. (contributor); Bates, David (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001726431
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The market for crash risk
Bates, David S. - 2001
Persistent link: https://www.econbiz.de/10001621523
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Maximum likelihood estimation of latent affine processes
Bates, David S. - 2003
Persistent link: https://www.econbiz.de/10001758410
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Post-'87 crash fears in the S&P 500 futures option market
Bates, David S. - In: Journal of econometrics 94 (2000) 1/2, pp. 181-238
Persistent link: https://www.econbiz.de/10001437755