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When do low-frequency measures really measure effective spreads? : evidence from equity and foreign exchange markets
Jahan-Parvar, Mohammad R.; Zikes, Filip - In: The review of financial studies 36 (2023) 10, pp. 4190-4232
Persistent link: https://www.econbiz.de/10014392048
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Ambiguity aversion and asset prices in production economies
Jahan-Parvar, Mohammad R.; Liu, Hening - In: The review of financial studies 27 (2014) 10, pp. 3060-3097
Persistent link: https://www.econbiz.de/10010530170
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Does smooth ambiguity matter for asset pricing?
Gallant, A. Ronald; Jahan-Parvar, Mohammad R.; Liu, Hening - In: The review of financial studies 32 (2019) 9, pp. 3617-3666
Persistent link: https://www.econbiz.de/10012108126
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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
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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
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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