| 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 | 90 | 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 | 31 | 2011 |
| Empirical evidence on jumps and large fluctuations in individual stocks D Duong, NR Swanson Available at SSRN 1856077, 2010 | 6 | 2010 |
| Understanding the Cross-Section of CDS Returns Using Equity Options D Duong, S Park Available at SSRN 4105952, 2022 | | 2022 |
| 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 |
| Density and Conditional Distribution Based Specification Analysis D Duong, NR Swanson Distribution Based Specification Analysis, 2012 | | 2012 |
Norman R. SwansonDistinguished Professor of Economics, Rutgers UniversityVerified email at econ.rutgers.edu
