2003
The Impact of Jumps in Volatility and Returns
Bjørn Eraker, Michael Slater Johannes, Nicholas Polson
The Journal of FinanceTop-listed
1.6k
cites
Faculty
Michael Slater Johannes is a Finance scholar at Columbia University. Research spans Financial Markets and Investment Strategies, Financial Risk and Volatility Modeling, Stochastic processes and financial applications. 58 works, 6.1k citations (h-index 27).
Generated from open data. Know them? Add to this profile or claim it.
Professor · Columbia University
Bjørn Eraker, Michael Slater Johannes, Nicholas Polson
The Journal of FinanceTop-listed
Mark N. Broadie, Mikhail Chernov, Michael Slater Johannes
The Journal of Finance OATop-listed
The Journal of Finance OATop-listed