Search Results - Grynkiv, Iaryna

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  1. 1
    Volatility activity: Specification and estimation

    Volatility activity: Specification and estimation by Todorov, Viktor, Tauchen, George, Grynkiv, Iaryna

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    Realized Laplace transforms for estimation of jump diffusive volatility models

    Realized Laplace transforms for estimation of jump diffusive volatility models by Todorov, Viktor, Tauchen, George, Grynkiv, Iaryna

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    A Look Inside the Shifting Volume Smile for U.S. Equities

    A Look Inside the Shifting Volume Smile for U.S. Equities by Grynkiv, Iaryna, Russell, Kimberly

    Published in Journal of Trading
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