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The review of financial studies
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Volatility Dynamics for the S&P500: Evidence from Realized Volatility, Daily Returns, and Option Prices
Christoffersen, Peter
;
Jacobs, Kris
;
Mimouni, Karim
- In:
The review of financial studies
23
(
2013
)
8
,
pp. 3141-3140
Persistent link: https://www.econbiz.de/10010113850
Saved in:
2
Option Valuation with Conditional Heteroskedasticity and Nonnormality
Christoffersen, Peter
;
Elkamhi, Redouane
;
Feunou, Bruno
; …
- In:
The review of financial studies
23
(
2013
)
5
,
pp. 2139-2138
Persistent link: https://www.econbiz.de/10010114232
Saved in:
3
Is the Potential for International Diversification Disappearing? A Dynamic Copula Approach
Christoffersen, Peter
;
Errunza, Vihang
;
Jacobs, Kris
; …
- In:
The review of financial studies
25
(
2013
)
12
,
pp. 3711-3710
Persistent link: https://www.econbiz.de/10010114677
Saved in:
4
Is the Potential for International Diversification Disappearing? A Dynamic Copula Approach
Christoffersen, Peter
;
Errunza, Vihang
;
Jacobs, Kris
; …
- In:
The review of financial studies
25
(
2012
)
12
,
pp. 3711-3711
Persistent link: https://www.econbiz.de/10010042553
Saved in:
5
Volatility Dynamics for the S&P500: Evidence from Realized Volatility, Daily Returns, and Option Prices
Christoffersen, Peter
;
Jacobs, Kris
;
Mimouni, Karim
- In:
The review of financial studies
23
(
2010
)
8
,
pp. 3141-3141
Persistent link: https://www.econbiz.de/10008440295
Saved in:
6
Option Valuation with Conditional Heteroskedasticity and Nonnormality
Christoffersen, Peter
;
Elkamhi, Redouane
;
Feunou, Bruno
; …
- In:
The review of financial studies
23
(
2010
)
5
,
pp. 2139-2139
Persistent link: https://www.econbiz.de/10008407278
Saved in:
7
The state price density implied by crude oil futures and option prices
Christoffersen, Peter F.
;
Jacobs, Kris
;
Pan, Xuhui
- In:
The review of financial studies
35
(
2022
)
2
,
pp. 1064-1103
Persistent link: https://www.econbiz.de/10012878983
Saved in:
8
Option valuation with conditional heteroskedasticity and nonnormality
Christoffersen, Peter F.
;
Elkamhi, Redouane
;
Feunou, Bruno
- In:
The review of financial studies
23
(
2010
)
5
,
pp. 2139-2138
Persistent link: https://www.econbiz.de/10003969117
Saved in:
9
Volatility dynamics for the S&P500 : evidence from realized volatility, daily returns, and option prices
Christoffersen, Peter F.
;
Jacobs, Kris
;
Mimouni, Karim
- In:
The review of financial studies
23
(
2010
)
8
,
pp. 3141-3189
Persistent link: https://www.econbiz.de/10008662052
Saved in:
10
Pricing credit default swaps with observable covariates
Doshi, Hitesh
;
Ericsson, Jan
;
Jacobs, Kris
;
Turnball, …
- In:
The review of financial studies
26
(
2013
)
8
,
pp. 2048-2094
Persistent link: https://www.econbiz.de/10010207289
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