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Mutual Fund Performance with Learning Across Funds / Christopher S. Jones, Jay Shanken. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w9392.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 2002
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w9392.

The dynamics of stochastic volatility: evidence from underlying and options markets / Christopher S. Jones. by
Material type: Article Article
Language: English In: Journal of Econometrics Elsevier Science B.V Vol. 116, No. 1-2 (September-October 2003). , p. 181-224.
Availability: Vol. 116, No. 1-2 (September-October 2003). , p. 181-224. (1)

Can Interest Rate Volatility be Extracted from the Cross Section of Bond Yields? An Investigation of Unspanned Stochastic Volatility / Pierre Collin-Dufresne, Christopher S. Jones, Robert S. Goldstein. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w10756.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 2004
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w10756.

Mutual fund performance with learning across funds / Christopher S. Jones and Jay Shanken. by
Material type: Article Article
Language: English In: Journal of Financial Economics Elsevier Science Vol. 78, No. 3 (December 2005). , p. 507-552.
Availability: Vol. 78, No. 3 (December 2005). , p. 507-552. (1)

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