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~person:"Christoffersen, Peter F."
~person:"Ornthanalai, Chayawat"
~subject:"Dynamische Wirtschaftstheorie"
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Exploring time-varying jump intensities : evidence from S&P500 returns and options
Christoffersen, Peter F.
;
Jacobs, Kris
;
Ornthanalai, …
-
2008
Persistent link: https://www.econbiz.de/10003861266
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Models for S&P500 dynamics : evidence from realized volatility, daily returns, and option prices
Christoffersen, Peter F.
;
Jacobs, Kris
;
Mimouni, Karim
-
2008
Persistent link: https://www.econbiz.de/10003861277
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