Details about Andreas Kaeck
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- Does model fit matter for hedging? Evidence from FTSE 100 options
Journal of Futures Markets, 2012, 32, (7), 609-638 View citations (4)
- Volatility dynamics for the S&P 500: Further evidence from non-affine, multi-factor jump diffusions
Journal of Banking & Finance, 2012, 36, (11), 3110-3121 View citations (28)
- Regime dependent determinants of credit default swap spreads
Journal of Banking & Finance, 2008, 32, (6), 1008-1021 View citations (122)