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1
Implied Equity Duration: A Measure of Pandemic Shutdown Risk
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Article
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Implied Equity Duration: A Measure of Pandemic Shutdown Risk

Journal of Accounting Research, 2021-03 [Peer Reviewed Journal]

2021. Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the associated terms available at https://novel-coronavirus.onlinelibrary.wiley.com ;DOI: 10.1111/1475-679X.12348

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Bootstrapping Laplace transforms of volatility
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Article
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Bootstrapping Laplace transforms of volatility

Quantitative economics, 2023-07, Vol.14 (3), p.1059-1103 [Peer Reviewed Journal]

Copyright © 2023 The Authors. ;2023. This work is published under http://creativecommons.org/licenses/by-nc/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 1759-7323 ;EISSN: 1759-7331 ;DOI: 10.3982/QE1929

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