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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~person:"Feunou, Bruno"
~subject:"Capital income"
~subject:"Kreditrisiko"
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Journal of financial and quantitative analysis : JFQA
Staff working paper / Bank of Canada
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Good volatility, bad volatility, and option pricing
Feunou, Bruno
;
Okou, Cédric
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
2
,
pp. 695-727
Persistent link: https://www.econbiz.de/10012138931
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2
The economic value of realized volatility : using high-frequency returns for option valuation
Christoffersen, Peter F.
;
Feunou, Bruno
;
Jacobs, Kris
; …
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
3
,
pp. 663-697
Persistent link: https://www.econbiz.de/10010487742
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