Do stock prices and volatility jump? Reconciling evidence from spot and option prices (2001)

by Bjørn Eraker
Citations:99 - 2 self

Active Bibliography

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137 An empirical investigation of continuous-time equity return models – Torben G. Andersen, Luca Benzoni, Jesper Lund, David Bates, Menachem Brenner, Sanjiv Das, Bjørn Eraker, Ron Gallant, Rick Green - 2002
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3 Cross-sectional tests of deterministic volatility functions – Michael W. Brandt, Tao Wu - 2002