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Volatility Long Memory on Opti...
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Christoffersen, Peter
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Jacobs, Kris
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Journal of financial economics
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Option valuation with long-run and short-run volatility components
Christoffersen, Peter
;
Jacobs, Kris
;
Ornthanalai, Chayawat
- In:
Journal of financial economics
90
(
2008
)
3
,
pp. 272-297
Persistent link: https://www.econbiz.de/10008149195
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Volatility Components, Affine Restrictions, and Nonnormal Innovations
Christoffersen, Peter
;
Dorion, Christian
;
Jacobs, Kris
; …
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
4
,
pp. 483-503
Persistent link: https://www.econbiz.de/10008704010
Saved in:
3
Option valuation with long-run and short-run volatility components
Christoffersen, Peter
;
Jacobs, Kris
;
Ornthanalai, Chayawat
- In:
Journal of financial economics
90
(
2008
)
3
,
pp. 272-298
Persistent link: https://www.econbiz.de/10008890951
Saved in:
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