Christopher Jones

Christopher Jones

University of Southern California - Los Angeles / United States
Business & Management / Business Administration
AD Scientific Index ID: 1624400
person_outline Christopher Jones's MOST POPULAR ARTICLES
1-) The dynamics of stochastic volatility: evidence from underlying and options marketsCS JonesJournal of econometrics 116 (1-2), 181-224, 20036222003
2-) Volatility forecasting with range-based EGARCH modelsMW Brandt, CS JonesJournal of Business & Economic Statistics 24 (4), 470-486, 20063522006
3-) A nonlinear factor analysis of S&P 500 index option returnsCS JonesThe Journal of Finance 61 (5), 2325-2363, 20062232006
4-) Nonlinear mean reversion in the short-term interest rateCS JonesThe review of financial studies 16 (3), 793-843, 20032052003
5-) Mutual fund performance with learning across fundsCS Jones, J ShankenJournal of Financial Economics 78 (3), 507-552, 20051872005