simple model free volatility in a high frequency world, arbitrage-free implied volatility surfaces for options on single … liquidity shock, separating information maximum likelihood estimation of the integrated volatility and covariance with micro …, with evidence from listed firms in Taiwan, pricing options on stocks denominated in different currencies, with theory and …

simple model free volatility in a high frequency world, arbitrage-free implied volatility surfaces for options on single … liquidity shock, separating information maximum likelihood estimation of the integrated volatility and covariance with micro …, with evidence from listed firms in Taiwan, pricing options on stocks denominated in different currencies, with theory and …

-free implied vola-tility surfaces for options on single stock futures, the non-uniform pricing effect of employee stock options … integrated volatility and covariance with micro-market noise, stress testing correlation matrices for risk management, whether … bank relation-ship matters for corporate risk taking, with evidence from listed firms in Taiwan, pricing op-tions on stocks …

simple model free volatility in a high frequency world, arbitrage-free implied volatility surfaces for options on single … liquidity shock, separating information maximum likelihood estimation of the integrated volatility and covariance with micro …, with evidence from listed firms in Taiwan, pricing options on stocks denominated in different currencies, with theory and …

simple model free volatility in a high frequency world, arbitrage-free implied volatility surfaces for options on single … liquidity shock, separating information maximum likelihood estimation of the integrated volatility and covariance with micro …, with evidence from listed firms in Taiwan, pricing options on stocks denominated in different currencies, with theory and …

simple model free volatility in a high frequency world, arbitrage-free implied volatility surfaces for options on single … liquidity shock, separating information maximum likelihood estimation of the integrated volatility and covariance with micro …, with evidence from listed firms in Taiwan, pricing options on stocks denominated in different currencies, with theory and …

cor-relations and volatility spillovers between crude oil and stock index returns, pricing exotic options using the Wang … transform, the rise and fall of S&P500 variance futures, predicting volatility using Markov switching multifractal model …: evidence from S&P100 index and equity options, the performance of commodity trading advi-sors: a mean-variance-ratio test …