Items where Author is "Jacobs, Kris"

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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. pp. 663-697.

This list was generated on Sun Nov 19 15:07:25 2017 CET.