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Information flow and credit rating announcements
Khorram, Mehdi; Mo, Haitao; Sanger, Gary C. - In: Journal of financial markets 65 (2023), pp. 1-27
Persistent link: https://www.econbiz.de/10014466326
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The dynamics of stochastic volatility : evidence from underlying and options markets
Jones, Christopher S. - In: Journal of econometrics 116 (2003) 1/2, pp. 181-224
Persistent link: https://www.econbiz.de/10001772147
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A nonlinear factor analysis of S&P 500 Index option returns
Jones, Christopher S. - In: The journal of finance : the journal of the American … 61 (2006) 5, pp. 2325-2363
Persistent link: https://www.econbiz.de/10003378710
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Performance measurement with selectivity, market and volatility timing
Ferson, Wayne E.; Mo, Haitao - In: Journal of financial economics 121 (2016) 1, pp. 93-110
Persistent link: https://www.econbiz.de/10011590678
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The predictive failure of the Baba, Hendry and Starr model of the demand for M1 in the United States
Hess, Gregory D.; Jones, Christopher S.; Porter, Richard D. - 1994
Persistent link: https://www.econbiz.de/10000902017
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The predictive failure of the Baba, Hendry and Starr model of M1
Hess, Gregory D.; Jones, Christopher S.; Porter, Richard D. - In: Journal of economics & business 50 (1998) 6, pp. 477-507
Persistent link: https://www.econbiz.de/10001369031
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Can interest rate volatility be extracted from the cross section of bond yields? : An investigation of unspanned stochastic volatility
Collin-Dufresne, Pierre; Goldstein, Robert S.; Jones, … - 2004
Persistent link: https://www.econbiz.de/10002361808
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Can interest rate volatility be extracted from the cross section of bond yields?
Collin-Dufresne, Pierre; Goldstein, Robert S.; Jones, … - In: Journal of financial economics 94 (2009) 1, pp. 47-66
Persistent link: https://www.econbiz.de/10003891547
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Volatility forecasting with range-based EGARCH models
Brandt, Michael W.; Jones, Christopher S. - In: Journal of business & economic statistics : JBES ; a … 24 (2006) 4, pp. 470-486
Persistent link: https://www.econbiz.de/10003385173
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Bayesian range-based estimation of stochastic volatility models
Brandt, Michael W.; Jones, Christopher S. - In: Finance research letters 2 (2005) 4, pp. 201-209
Persistent link: https://www.econbiz.de/10003219463