Author:
Jones Christopher S.,Shemesh Joshua
Reference60 articles.
1. The distribution of realized stock return volatility;Torben G Andersen;Journal of Financial Economics,2001
2. An economic index of riskiness;Robert J Aumann;Journal of Political Economy,2008
3. Empirical performance of alternative option pricing models;Gurdip Bakshi;Journal of Finance,1997
4. Option pricing and hedging performance under stochastic volatility and stochastic interest rates;Gurdip Bakshi;Handbook of Financial Econometrics and Statistics,2015
5. Delta hedged gains and the negative volatility risk premium;Gurdip Bakshi;Review of Financial Studies,2003
Cited by
7 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献