B. Chang

Finance · with Christoffersen · 2012

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom B. Chang trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Torben G. Andersen

Papers from B. Chang's perspective

Ordered by how strongly the researchers B. Chang trusts endorse each paper. Same corpus, a different order for every researcher.

  1. An empirical investigation of continuous-time equity return models
  2. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  3. Post-'87 crash fears in the S&P 500 futures option market
  4. The Pricing of Options and Corporate Liabilities
  5. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  6. Delta-Hedged Gains and the Negative Market Volatility Risk Premium
  7. Generalized autoregressive conditional heteroskedasticity
  8. Common risk factors in the returns on stocks and bonds
  9. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  10. Expected Option Returns

Their papers