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~language:"eng"
~type_genre:"Article in journal"
~subject:"Volatilität"
~subject:"Volatility"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Eraker, Bjørn"
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ECONIS (ZBW)
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The price of higher order catastrophe insurance : the case of VIX options
Eraker, Bjørn
;
Yang, Aoxiang
- In:
The journal of finance : the journal of the American …
77
(
2022
)
6
,
pp. 3289-3337
Persistent link: https://www.econbiz.de/10013464255
Saved in:
2
Do stock prices and volatility jump? : Reconciling evidence from spot and option prices
Eraker, Bjørn
- In:
The journal of finance : the journal of the American …
59
(
2004
)
3
,
pp. 1367-1403
Persistent link: https://www.econbiz.de/10002100152
Saved in:
3
The impact of jumps in volatility and returns
Eraker, Bjørn
;
Johannes, Michael
;
Polson, Nicholas G.
- In:
The journal of finance : the journal of the American …
58
(
2003
)
3
,
pp. 1269-1300
Persistent link: https://www.econbiz.de/10001762606
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