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isPartOf:"Journal of econometrics"
~person:"Park, Yang-Ho"
~subject:"Nonparametric statistics"
~subject:"Optionspreistheorie"
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Nonparametric statistics
Optionspreistheorie
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Park, Yang-Ho
Todorov, Viktor
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Bollerslev, Tim
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Journal of econometrics
Finance and economics discussion series
2
FEDS Working Paper
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Journal of banking & finance
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Journal of financial markets
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http://dx.doi.org/10.17016/FEDS.2015.071
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1
Variance disparity and market frictions
Park, Yang-Ho
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 326-348
Persistent link: https://www.econbiz.de/10012438393
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2
The effects of asymmetric volatility and jumps on the pricing of VIX derivatives
Park, Yang-Ho
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 313-328
Persistent link: https://www.econbiz.de/10011617156
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