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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~person:"Todorov, Viktor"
~person:"Wu, Liuren"
~subject:"Volatility"
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Journal of financial and quantitative analysis : JFQA
Journal of econometrics
18
CREATES research paper
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ERID working paper
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Journal of financial economics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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NYU Tandon Research Paper
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
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The term structure of variance swap rates and optimal variance swap investments
Egloff, Daniel
;
Leipold, Markus
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
5
,
pp. 1279-1310
Persistent link: https://www.econbiz.de/10008907332
Saved in:
2
Leverage effect, volatility feedback, and self-exciting market disruptions
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
5
,
pp. 2119-2156
Persistent link: https://www.econbiz.de/10011928991
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