2 research outputs found
A Factor Structure for Implied Volatility
- Author
- Adrian Buss
- Adrian Buss
- An
- Andrew Ang
- Bj�rn Eraker
- Borovi� Cka
- Christian Jensen
- Cli�ord A Ball
- David E Rapach
- David S Bates
- David S Bates
- David S Bates
- Douglas T Breeden
- Driessen
- Du� E
- Eugene F Fama
- Eugene F Fama
- Eugene F Fama
- Fang Liu
- Fang Liu
- Fischer Black
- Fran�ois Longin
- G Schwert
- Gurdip Bakshi
- Gurdip Bakshi
- Gurdip Bakshi
- Gurdip Bakshi
- Ian Martin
- Ian Martin
- James H Stock
- Jin-Chuan Duan
- John C Cox
- John C Cox
- Kaushik I Amin
- Kewei Hou
- Mark M Carhart
- Mihaela Serban
- Nai-Fu Chen
- Nicholas J Higham
- Nicolae G�rleanu
- Nicolas P B Bollen
- Ohad Kadan
- Ohad Kadan
- Ohad Kadan
- Oliver Ledoit
- Peter Christo�ersen
- Philippe Jorion
- Richard Roll
- Robert C Merton
- Robert C Merton
- Robert C Merton
- Robert C Merton
- Robert F Engle
- Shu Yan
- Stephen A Ross
- Stephen A Ross
- Stephen A Ross
- Torben G Anderson
- Turan G Bali
- Vasanttilak Naik
- Vasiliki D Skintzi
- Xiaoxiao Tang
- Xiaoxiao Tang
- Yongmiao Hong
- Yuhang Xing
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2017
- Field of study
No full textEmpirical Asset Pricing: Eugene Fama, Lars Peter Hansen, and Robert Shiller
- Author
- Allan W Kleidon
- Amit Goyal
- Andrei Shleifer
- Antti Ilmanen
- Black
- Borja Larrain
- Campbell R Harvey
- Christopher L Cavanagh
- Cli�ord S Asness
- Daniel Bergstresser
- Daniel Ellsberg
- Daniel Kahneman
- David Backus
- De Bondt
- Edward C Miller
- Efstathios Avdis
- Emanuel Derman
- Eric Ghysels
- Eugene F Fama
- Eugene F Fama
- Eugene F Fama
- Eugene F Fama
- Eugene F Fama
- Eugene F Fama
- Eugene F Fama
- Eugene F Fama
- Eugene F Fama
- Eugene F Fama
- Eugene F Fama
- Eugene F Fama
- Eugene F Fama
- Eugene F Fama
- Eugene F Fama
- Eugene F Fama
- Evan W Anderson
- Fernando Alvarez
- Fischer Black
- Franco Modigliani
- Frank H Knight
- Frederick Macaulay
- George A Akerlof
- George M Constantinides
- Harrison Hong
- Harrison Hong
- Harry Markowitz
- Ian Martin
- Itzhak Gilboa
- J Delong
- J Delong
- J Dolley
- J Harrison
- J Harrison
- James L Davis
- James M Poterba
- Jeremy J Siegel
- Jerzy Neyman
- Jessica Wachter
- John D Sargan
- John D Sargan
- John F Muth
- John H Cochrane
- John H Cochrane
- John H Cochrane
- John Lintner
- John Y Campbell
- John Y Campbell
- John Y Campbell
- John Y Campbell
- John Y Campbell
- John Y Campbell
- John Y Campbell
- John Y Campbell
- John Y Campbell
- John Y Campbell
- John Y Campbell
- John Y Campbell
- John Y Campbell
- John Y Campbell
- John Y Campbell
- John Y. Campbell
- Jonathan B Berk
- Jonathan B Berk
- Jonathan Lewellen
- Jonathan Lewellen
- Jonathan Parker
- Jose Scheinkman
- Karl E Case
- Karl E Case
- Kenneth A Froot
- Kenneth A Froot
- Kenneth R French
- Kenneth R French
- Kent D Daniel
- Kent Daniel
- Larry G Epstein
- Lars Hansen
- Lars Hansen
- Lars Hansen
- Lars Hansen
- Lars Hansen
- Lars Hansen
- Lars Hansen
- Lars Hansen
- Lars Hansen
- Lars Hansen
- Lars Hansen
- Lars Hansen
- Lars Hansen
- Lars Hansen
- Lars Hansen
- Lawrence Epstein
- Lawrence Epstein
- Leonid Kogan
- Louis K C Chan
- Malcolm Baker
- Mandelbrot
- Marco Cagetti
- Mark M Carhart
- Markus K Brunnermeier
- Markus K Brunnermeier
- Martin Lettau
- Martin Lettau
- Martin Lettau
- Martin S Eichenbaum
- Michael C Jensen
- Michael Gibbons
- Michael Stutzer
- Milton Friedman
- Motohiro Yogo
- N Mankiw
- Nicholas Barberis
- Nicholas Barberis
- Nicholas Barberis
- Nikolai Roussanov
- Ole E Barndor�-Nielsen
- Pascal J Maenhout
- Paul A Samuelson
- Paul A Samuelson
- Peter Klibano�
- Peter L Bernstein
- Rafael Laporta
- Rajnish Mehra
- Randolph B Cohen
- Randolph Cohen
- Ravi Bansal
- Ravi Bansal
- Ray Ball
- Richard H Thaler
- Robert C Merton
- Robert C Merton
- Robert E Hall
- Robert F Engle
- Robert F Stambaugh
- Robert J Shiller
- Robert J Shiller
- Robert J Shiller
- Robert J Shiller
- Robert J Shiller
- Robert J Shiller
- Robert J Shiller
- Robert J Shiller
- Robert J Shiller
- Robert J Shiller
- Robert J Shiller
- Robert J Shiller
- Robert J Shiller
- Robert J Shiller
- Robin Greenwood
- Robin Greenwood
- Roland B�nabou
- Ronald J Gilson
- Shlomo Benartzi
- Shmuel Kandel
- Stefano Athanasoulis
- Stefano Athanasoulis
- Stephen A Ross
- Stephen A Ross
- Stephen Blyth
- Stephen F Leroy
- Stephen G Cecchetti
- Storesletten
- Terry A Marsh
- Tim Bollerslev
- Tuomo Vuolteenaho
- Whitney K Newey
- Whitney K Newey
- William Sharpe
- Xavier Gabaix
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2014
- Field of study
No full text
