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~isPartOf:"Journal of financial economics"
~person:"Brandt, Michael W."
~person:"Ghysels, Eric"
~person:"Goyal, Amit"
~subject:"Volatility"
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Brandt, Michael W.
Ghysels, Eric
Goyal, Amit
Chan, Kalok
2
Fleming, Jeff
2
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2
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2
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Journal of financial economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of econometrics
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The review of financial studies
2
Working paper / National Bureau of Economic Research, Inc.
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ECONIS (ZBW)
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On the relationship between the conditional mean and volatility of stock returns : a latent VAR approach
Brandt, Michael W.
;
Kang, Qiang
- In:
Journal of financial economics
72
(
2004
)
2
,
pp. 217-257
Persistent link: https://www.econbiz.de/10002033561
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2
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
;
Santa-Clara, Pedro
- In:
Journal of financial economics
63
(
2002
)
2
,
pp. 161-210
Persistent link: https://www.econbiz.de/10001636757
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3
A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
Chernov, Mikhail
;
Ghysels, Eric
- In:
Journal of financial economics
56
(
2000
)
3
,
pp. 407-458
Persistent link: https://www.econbiz.de/10001483311
Saved in:
4
Cross-section of option returns and volatility
Goyal, Amit
;
Saretto, Alessio
- In:
Journal of financial economics
94
(
2009
)
2
,
pp. 310-326
Persistent link: https://www.econbiz.de/10003906353
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