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The nonlinearity and jumps in stochastic volatility : evidence from returns and options data
Mimouni, Karim - In: Banking and finance review 1 (2009) 1, pp. 99-117
Persistent link: https://www.econbiz.de/10009956418
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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
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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 (2010) 8, pp. 3141-3141
Persistent link: https://www.econbiz.de/10008440295