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Scheduling Processes and Inference of Scheduled Events From Price Data

https://doi.org/10.2139/ssrn.4694428
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Martingales and arbitrage in multiperiod securities markets
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Stock market volatility around national elections
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U.S. Presidential Elections and Implied Volatility: The Role of Political Uncertainty
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Tuned iterated filtering
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Political elections and the resolution of uncertainty: The international evidence
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Stochastic Processes
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Novel approach to nonlinear/non-Gaussian Bayesian state estimation
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Inference for dynamic and latent variable models via iterated, perturbed Bayes maps
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Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options
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A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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Optimal Filtering of Jump Diffusions: Extracting Latent States from Asset Prices
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Option Pricing of Earnings Announcement Risks
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WHEN ELECTIONS FAIL TO RESOLVE UNCERTAINTY: THE CASE OF THE 2016 U.S. PRESIDENTIAL ELECTION
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The Pre-FOMC Announcement Drift
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The Price of Political Uncertainty: Theory and Evidence from the Option Market
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Exchange Rates and Monetary Policy Uncertainty
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On Particle Methods for Parameter Estimation in State-Space Models
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Affine processes and applications in finance
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The Shape and Term Structure of the Index Option Smirk: Why Multifactor Stochastic Volatility Models Work So Well
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Polynomial Jump-Diffusion Models
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