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An Empirical Investigation of Continuous-Time Equity Return Models
Andersen, Torben G.; Benzoni, Luca; Lund, Jesper - In: The journal of finance : the journal of the American … 57 (2002) 3, pp. 1239-1284
Persistent link: https://www.econbiz.de/10006559603
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DO BONDS SPAN VOLATILITY RISK IN THE U.S. TREASURY MARKET? A SPECIFICATION TEST FOR AFFINE TERM STRUCTURE MODELS
Andersen, Torben G.; Benzoni, Luca - 2007
Persistent link: https://www.econbiz.de/10007725314
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AN EMPIRICAL INVESTIGATION OF CONTINUOUS-TIME EQUITY RETURN MODELS - WORKING PAPER
Andersen, Torben G.; Benzoni, Luca; Lund, Jesper - 2001
Persistent link: https://www.econbiz.de/10006977105
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Explaining asset pricing puzzles associated with the 1987 market crash
Benzoni, Luca; Collin-Dufresne, Pierre; Goldstein, Robert S. - In: Journal of financial economics 101 (2011) 3, pp. 552-574
Persistent link: https://www.econbiz.de/10009178469
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Taxes on Tax-Exempt Bonds
ANDERSEN, TORBENG.; BENZONI, LUCA - In: The journal of finance : the journal of the American … 65 (2010) 2, pp. 565-602
Persistent link: https://www.econbiz.de/10008394902
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Portfolio Choice over the Life-Cycle when the Stock and Labor Markets Are Cointegrated
Benzoni, Luca; Collin-Dufresne, Pierre; Goldstein, Roberts - In: The journal of finance : the journal of the American … 62 (2007) 5, pp. 2123-2168
Persistent link: https://www.econbiz.de/10007777596
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CAN STANDARD PREFERENCES EXPLAIN THE PRICES OF OUT OF THE MONEY S&P 500 PUT OPTIONS
Benzoni, Luca; Dufresne, Pierre-Collin; Goldstein, Robert S. - 2005
Persistent link: https://www.econbiz.de/10006956745
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PORTFOLIO CHOICE OVER THE LIFE-CYCLE IN THE PRESENCE OF 'TRICKLE DOWN' LABOR INCOME
Benzoni, Luca; Collin-Dufresne, Pierre; Goldstein, Robert S. - 2005
Persistent link: https://www.econbiz.de/10006959818
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Applications and Case Studies - The Distribution of Realized Exchange Rate Volatility
Andersen, Torben G.; Bollerslev, Tim; Diebold, Francis X.; … - In: Journal of the American Statistical Association : JASA 96 (2001) 453, pp. 42-55
Persistent link: https://www.econbiz.de/10006621332
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Correcting the Errors: Volatility Forecast Evaluation Using High-Frequency Data and Realized Volatilities
Andersen, Torben G.; Bollerslev, Tim; Meddahi, Nour - In: Econometrica : journal of the Econometric Society, an … 73 (2005) 1, pp. 279-296
Persistent link: https://www.econbiz.de/10006749160