Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by
Crossref.
Tafolong, Ernest
and
Feunou, Bruno
2010.
Pricing Multiple Triggers Contingent Claims.
SSRN Electronic Journal,
Christoffersen, Peter
Feunou, Bruno
and
Jeon, Yoontae
2014.
Option Valuation with Observable Volatility and Jump Dynamics.
SSRN Electronic Journal,
Ubukata, Masato
and
Watanabe, Toshiaki
2015.
Evaluating the performance of futures hedging using multivariate realized volatility.
Journal of the Japanese and International Economies,
Vol. 38,
Issue. ,
p.
148.
Dominicy, Yves
and
Vander Elst, Harry
2015.
Macro-Driven VAR Forecasts: From Very High to Very Low-Frequency Data.
SSRN Electronic Journal,
Lan, Chunhua
2015.
An Out-of-Sample Evaluation of Dynamic Portfolio Strategies.
Review of Finance,
Vol. 19,
Issue. 6,
p.
2359.
Majewski, Adam A.
Bormetti, Giacomo
and
Corsi, Fulvio
2015.
Smile from the past: A general option pricing framework with multiple volatility and leverage components.
Journal of Econometrics,
Vol. 187,
Issue. 2,
p.
521.
Pypko, Sergii
2015.
Volatility Forecast in Crises and Expansions.
Journal of Risk and Financial Management,
Vol. 8,
Issue. 3,
p.
311.
Christoffersen, Peter
Feunou, Bruno
and
Jeon, Yoontae
2015.
Option valuation with observable volatility and jump dynamics.
Journal of Banking & Finance,
Vol. 61,
Issue. ,
p.
S101.
Vander Elst, Harry
2015.
Flogarch: Realizing Long Memory and Asymmetries in Returns Volatility.
SSRN Electronic Journal,
Jeon, Yoontae
and
McCurdy, Thomas H.
2016.
Optimal Data Histories for Forecasting Correlations.
SSRN Electronic Journal,
Feunou, Bruno
and
Okou, Cedric
2016.
Good Volatility, Bad Volatility and Option Pricing.
SSRN Electronic Journal,
Vander Elst, Harry
and
Veredas, David
2016.
Smoothing it Out: Empirical and Simulation Results for Disentangled Realized Covariances.
Journal of Financial Econometrics,
Vol. 15,
Issue. 1,
p.
106.
Sharma, Prateek
and
Vipul
2016.
Forecasting stock market volatility using Realized GARCH model: International evidence.
The Quarterly Review of Economics and Finance,
Vol. 59,
Issue. ,
p.
222.
Bormetti, Giacomo
Casarin, Roberto
Corsi, Fulvio
and
Livieri, Giulia
2016.
Smile at Errors: A Discrete-Time Stochastic Volatility Framework for Pricing Options with Realized Measures.
SSRN Electronic Journal,
Cook, Julian
and
Williams, Julian M.
2016.
Recovering Foreign Exchange Option Prices from Spot Price Dynamics.
SSRN Electronic Journal ,
Majewski, Adam Aleksander
2016.
A Discrete Time Approach to Option Pricing.
SSRN Electronic Journal ,
Dorion, Christian
2016.
Option Valuation with Macro-Finance Variables.
Journal of Financial and Quantitative Analysis,
Vol. 51,
Issue. 4,
p.
1359.
Wang, Tianyi
Shen, Yiwen
Jiang, Yueting
and
Huang, Zhuo
2017.
Pricing the CBOE VIX Futures with the Heston–Nandi GARCH Model.
Journal of Futures Markets,
Vol. 37,
Issue. 7,
p.
641.
Huang, Zhuo
Wang, Tianyi
and
Hansen, Peter Reinhard
2017.
Option Pricing with the Realized GARCH Model: An Analytical Approximation Approach.
Journal of Futures Markets,
Vol. 37,
Issue. 4,
p.
328.
Chorro, Christophe
Ielpo, Florian
and
SSvi, Benoot
2017.
The Contribution of Jumps to Forecasting the Density of Returns.
SSRN Electronic Journal ,