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Hedging long-term liabilities
Quaedvlieg, Rogier; Schotman, Peter C. - In: Journal of financial econometrics 20 (2022) 3, pp. 505-538
Persistent link: https://www.econbiz.de/10013349137
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A coskewness shrinkage approach for estimating the skewness of linear combinations of random variables
Boudt, Kris; Cornilly, Dries; Verdonck, Tim - In: Journal of financial econometrics 18 (2020) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10012180319
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News and idiosyncratic volatility : the public information processing hypothesis
Engle, Robert F.; Hansen, Martin Klint; Karagozoglu, … - In: Journal of financial econometrics 19 (2021) 1, pp. 1-38
Persistent link: https://www.econbiz.de/10012504316
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Decoupling the short- and long-term behavior of stochastic volatility
Bennedsen, Mikkel; Lunde, Asger; Pakkanen, Mikko S. - In: Journal of financial econometrics 20 (2022) 5, pp. 961-1006
Persistent link: https://www.econbiz.de/10013460035