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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No, cancel Yes, report it Thanks! Models, Methods and Empirical Performances. This book explains how the economic messages delivered by the dynamic evolution of financial asset returns are strongly related to option prices. You’ve successfully reported this review. How to write a great review. Computation and Modelling in Insurance and Finance. Testing for leverage effects in the returns of US equities.


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