R. Frey

Essays on Jump-Diffusion Models in Asset Pricing and on the Prediction of Aggregate Stock Returns

R. Frey, 2013 .

Do Newspaper Articles Predict Aggregate Stock Returns?

R. Frey, M. Ammann, Michael Verhofen, 2011 .

Out-of-Sample Performance of Jump-Diffusion Models for Equity Indices: What the Financial Crisis Was Good For

Norman J. Seeger, R. Frey, Paulo Rodrigues, 2013 .