| Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction D Duong, NR Swanson Journal of Econometrics 187 (2), 606-621, 2015 | 99 | 2015 |
| Volatility in discrete and continuous-time models: A survey with new evidence on large and small jumps D Duong, NR Swanson Missing data methods: Time-series methods and applications 27, 179-233, 2011 | 34 | 2011 |
| Empirical evidence on jumps and large fluctuations in individual stocks D Duong, NR Swanson Available at SSRN 1856077, 2010 | 6 | 2010 |
| Density and conditional distribution-based specification analysis D Duong, NR Swanson Handbook of Financial Econometrics and Statistics, 1509-1561, 2015 | 1 | 2015 |
| Understanding the cross‐section of CDS returns using equity options D Duong, S Park Journal of Financial Research, 2025 | | 2025 |
| Empirical Evidence on the Information Content of Implied Volatility Surface, Skewness, and Asymmetry for Volatility Prediction D Duong | | 2019 |
| Essays on stochastic volatility and jumps DN Duong Rutgers The State University of New Jersey, School of Graduate Studies, 2013 | | 2013 |
Norman R. SwansonCullen Chair & Distinguished Professor of Economics, Rutgers UniversityVerified email at rutgers.edu
