Browsing All of EconStor by Author Jacobs, Kris

Jump to a point in the index:
Showing results 1 to 1 of 1
Year of PublicationTitleAuthor(s)
2012 The economic value of realized volatility: Using high-frequency returns for option valuationChristoffersen, Peter; Feunou, Bruno; Jacobs, Kris; Meddahi, Nour