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JEL: C51 - Model Construction and Estimation
Journal Article
Conditional Dynamics and the Multihorizon Risk-Return Trade-Off Get access
The Review of Financial Studies, Volume 35, Issue 3, March 2022, Pages 1310–1347, https://doi.org/10.1093/rfs/hhab053
Published: 22 April 2021
Journal Article
Implied Stochastic Volatility Models Get access
The Review of Financial Studies, Volume 34, Issue 1, January 2021, Pages 394–450, https://doi.org/10.1093/rfs/hhaa041
Published: 30 March 2020
Journal Article
Idiosyncratic Jump Risk Matters: Evidence from Equity Returns and Options Get access
The Review of Financial Studies, Volume 33, Issue 1, January 2020, Pages 155–211, https://doi.org/10.1093/rfs/hhz043
Published: 26 April 2019
Journal Article
Risk Everywhere: Modeling and Managing Volatility
The Review of Financial Studies, Volume 31, Issue 7, July 2018, Pages 2729–2773, https://doi.org/10.1093/rfs/hhy041
Published: 22 May 2018
Journal Article
On Correlation and Default Clustering in Credit Markets Get access
The Review of Financial Studies, Volume 23, Issue 7, July 2010, Pages 2680–2729, https://doi.org/10.1093/rfs/hhq015
Published: 29 March 2010
Journal Article
Expected Stock Returns and Variance Risk Premia Get access
The Review of Financial Studies, Volume 22, Issue 11, November 2009, Pages 4463–4492, https://doi.org/10.1093/rfs/hhp008
Published: 12 February 2009
