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A Refinement to Ait-Sahalia's...
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Volatility
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Bakshi, Gurdip S.
17
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ECONIS (ZBW)
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Estimation of continuous-time models with an application to equity volatility dynamics
Bakshi, Gurdip S.
;
Ju, Nengjiu
;
Ou-Yang, Hui
- In:
Journal of financial economics
82
(
2006
)
1
,
pp. 227-249
Persistent link: https://www.econbiz.de/10003376065
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2
Pricing and hedging long-term options
Bakshi, Gurdip S.
;
Cao, Charles Q.
;
Chen, Zhiwu
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 277-318
Persistent link: https://www.econbiz.de/10001437760
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3
Empirical performance of alternative option pricing models
Bakshi, Gurdip S.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
5
,
pp. 2003-2049
Persistent link: https://www.econbiz.de/10001232333
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4
The spirit of capitalism and stock-market prices
Bakshi, Gurdip S.
- In:
The American economic review
86
(
1996
)
1
,
pp. 133-157
Persistent link: https://www.econbiz.de/10001201842
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5
Delta-hedged gains and the negative market volatility risk premium
Bakshi, Gurdip S.
;
Kapadia, Nikunj
- In:
The review of financial studies
16
(
2003
)
2
,
pp. 527-566
Persistent link: https://www.econbiz.de/10001764238
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6
Volatility risk premiums embedded in individual equity options : some new insights
Bakshi, Gurdip S.
;
Kapadia, Nikunj
- In:
The journal of derivatives : the official publication …
11
(
2003
)
1
,
pp. 45-54
Persistent link: https://www.econbiz.de/10001799002
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7
Predictability of currency carry trades and asset pricing implications
Bakshi, Gurdip S.
;
Panayotov, George
- In:
Journal of financial economics
110
(
2013
)
1
,
pp. 139-163
Persistent link: https://www.econbiz.de/10010207758
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8
Variance bounds on the permanent and transitory components of stochastic discount factors
Bakshi, Gurdip S.
;
Chabi-Yo, Fousseni
- In:
Journal of financial economics
105
(
2012
)
1
,
pp. 191-208
Persistent link: https://www.econbiz.de/10009622426
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9
Deducing the implications of jump models for the structure of stock market crashes, rallies, jump arrival rates, and extremes
Bakshi, Gurdip S.
;
Madan, Dilip B.
;
Panayotov, George
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
3
,
pp. 380-396
Persistent link: https://www.econbiz.de/10008736201
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10
Heterogeneity in beliefs and volatility tail behavior
Bakshi, Gurdip S.
;
Madan, Dilip B.
;
Panayotov, George
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
6
,
pp. 1389-1414
Persistent link: https://www.econbiz.de/10011479441
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