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Publications by P. Kokoszka
Sample and Implied Volatility in GARCH Models
Journal of Financial Econometrics
Economics
Econometrics
Finance
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Modeling Volatility in the Stock Markets Using GARCH Models: European Emerging Economies and Turkey
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On the Short-Time Behavior of the Implied Volatility for Jump-Diffusion Models With Stochastic Volatility
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Implied Volatility Functions: Empirical Tests
Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility
SSRN Electronic Journal
