A Time Series Approach to Option Pricing: Models, Methods and Empirical Performances. 10 September by Christophe Chorro and Dominique Guégan. Chorro, C., Guégan, D., Ielpo, F. and Lalaharison, H.: Testing for leverage effect in the Returns of US Equities. Journal of Empirical Finance, 48, Chorro, Christophe (et al.) Pages Preview Buy Chapter 24,95 €. The Time Series Toolbox for Financial Returns. Chorro, Christophe (et al.) Pages
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Finance Research LettersElsevier,7 1pp. Christophe Chorro, Fanirisoa Rahantamialisoa H. Would you like us to take another look at this review?
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Statistics and Probability LettersElsevier, pp. This book explains how the economic messages delivered by the cjristophe evolution of financial asset returns are strongly related to option prices.
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