A Time Series Approach to Option Pricing: Models, Methods and Empirical Performances. 10 September by Christophe Chorro and Dominique Guégan. Chorro, C., Guégan, D., Ielpo, F. and Lalaharison, H.: Testing for leverage effect in the Returns of US Equities. Journal of Empirical Finance, 48, Chorro, Christophe (et al.) Pages Preview Buy Chapter 24,95 €. The Time Series Toolbox for Financial Returns. Chorro, Christophe (et al.) Pages
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Finance Research LettersElsevier,7 1pp.
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The contribution of jumps to forecasting the density of returns. Osaka Journal of MathematicsOsaka University,45 2pp. Amazon Renewed Refurbished products with a warranty. Product details Hardcover Publisher: