Author:
Kaeck Andreas,Alexander Carol
Subject
Economics and Econometrics,Finance
Reference48 articles.
1. Maximum likelihood estimation of stochastic volatility models;Ait-Sahalia;Journal of Financial Economics,2007
2. Alexander, C., Leontsinis, S., 2011. Model Risk in Variance Swap Rates. Working Paper, University of Reading.
3. Amengual, D., 2009. The Term Structure of Variance Risk Premia. Working Paper, Princeton University.
4. An empirical investigation of continuous-time equity return models;Andersen;Journal of Finance,2002
5. Empirical performance of alternative option pricing models;Bakshi;Journal of Finance,1997
Cited by
72 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