OAW

Items where Author is "Jacobs, Kris"

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Item Type | Date | No Grouping
Number of items: 1.

Christoffersen, Peter, Fenou, Bruno, Jacobs, Kris and Meddahi, Nour (2014) The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation. Journal of Financial and Quantitative Analysis, 49 (3). pp. 663-697.

This list was generated on Fri Nov 15 15:29:33 2019 CET.