CS
Horizon Effect in the Term Structure of Long-Run Risk-Return Trade-Offs
Cedric Okou et Eric Jacquier
CS
Disentangling Continuous Volatility from Jumps in Long-Run Risk-Return Relationships
Eric Jacquier et Cedric Okou
CS
Predicting Systematic Risk: Implications from Growth Options
Eric Jacquier, Sheridan Titman et Atakan Yalçin
CS
Stochastic Volatility: Univariate and Multivariate Extensions
Eric Jacquier, Nicholas G. Polson et Peter E. Rossi
CS
Model Error in Contingent Claim Models Dynamic Evaluation
Eric Jacquier et Robert Jarrow
CS
