6 results
Option-Based Estimation of the Price of Coskewness and Cokurtosis Risk
-
- Journal:
- Journal of Financial and Quantitative Analysis / Volume 56 / Issue 1 / February 2021
- Published online by Cambridge University Press:
- 10 November 2020, pp. 65-91
- Print publication:
- February 2021
-
- Article
- Export citation
Factor Structure in Commodity Futures Return and Volatility
-
- Journal:
- Journal of Financial and Quantitative Analysis / Volume 54 / Issue 3 / June 2019
- Published online by Cambridge University Press:
- 28 August 2018, pp. 1083-1115
- Print publication:
- June 2019
-
- Article
- Export citation
The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation
-
- Journal:
- Journal of Financial and Quantitative Analysis / Volume 49 / Issue 3 / June 2014
- Published online by Cambridge University Press:
- 28 July 2014, pp. 663-697
- Print publication:
- June 2014
-
- Article
- Export citation
The Joint Dynamics of Equity Market Factors
-
- Journal:
- Journal of Financial and Quantitative Analysis / Volume 48 / Issue 5 / October 2013
- Published online by Cambridge University Press:
- 18 December 2013, pp. 1371-1404
- Print publication:
- October 2013
-
- Article
- Export citation
Optimal Prediction Under Asymmetric Loss
-
- Journal:
- Econometric Theory / Volume 13 / Issue 6 / December 1997
- Published online by Cambridge University Press:
- 11 February 2009, pp. 808-817
-
- Article
- Export citation
Formation and Stabilization of Extended Defects in Zirconia Titanate Microwave Ceramics
-
- Journal:
- MRS Online Proceedings Library Archive / Volume 249 / 1991
- Published online by Cambridge University Press:
- 25 February 2011, 337
- Print publication:
- 1991
-
- Article
- Export citation