Browsing All of EconStor by Author Jacobs, Kris
Showing results 1 to 1 of 1
Year of Publication | Title | Author(s) |
---|---|---|
2012 | The economic value of realized volatility: Using high-frequency returns for option valuation | Christoffersen, Peter; Feunou, Bruno; Jacobs, Kris; Meddahi, Nour |