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

by Bjørn Eraker
Citations:97 - 2 self

Document Versions

Do stock prices and volatility jump? Reconciling evidence from spot and option prices –Bjørn Eraker — 2001
Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices –Bjørn Eraker — 2004 — THE JOURNAL OF FINANCE • VOL. LIX, NO. 3 • JUNE 2004
Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option –Bj Rn Eraker — 2001
Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices –Bjørn Eraker, I Thank Fredrico B, Lars Hansen, Nick Polson, Pietro Veronesi, Mike Johannes, As Well — 2001 — Journal of Finance
Do stock prices and volatility jump? Reconciling evidence from spot and option prices, Journal of Finance, forthcoming –Bjørn Eraker — 2003