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~person:"Heston, Steven L."
~subject:"CAPM"
~subject:"Estimation"
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Heston, Steven L.
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Review of asset pricing studies
2
The journal of fixed income
1
The review of financial studies
1
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ECONIS (ZBW)
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Option valuation with volatility components, fat tails, and nonmonotonic pricing Kernels
Babaoğlu, Kadir
;
Christoffersen, Peter F.
;
Heston, …
- In:
Review of asset pricing studies
8
(
2018
)
2
,
pp. 183-231
Persistent link: https://www.econbiz.de/10012002169
Saved in:
2
A spanning series approach to options
Heston, Steven L.
;
Rossi, Alberto
- In:
Review of asset pricing studies
7
(
2017
)
1
,
pp. 1-42
Persistent link: https://www.econbiz.de/10011734545
Saved in:
3
A two-factor term structure model under GARCH volatility
Heston, Steven L.
;
Nandi, Saikat
- In:
The journal of fixed income
13
(
2003
)
1
,
pp. 87-95
Persistent link: https://www.econbiz.de/10001782469
Saved in:
4
A closed-form GARCH option valuation model
Heston, Steven L.
;
Nandi, Saikat
- In:
The review of financial studies
13
(
2000
)
3
,
pp. 585-625
Persistent link: https://www.econbiz.de/10001499745
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