Article(electronic)#1September 2013
Asymmetry in the jump-size distribution of the S&P 500: Evidence from equity and option markets
In: Journal of economic dynamics & control, Volume 37, Issue 9, p. 1872-1888
ISSN: 0165-1889
6 results
Sort by:
In: Journal of economic dynamics & control, Volume 37, Issue 9, p. 1872-1888
ISSN: 0165-1889
SSRN
SSRN
SSRN
In: Journal of economic dynamics & control, Volume 90, p. 1-29
ISSN: 0165-1889
In: Journal of Finance, Volume 79, Issue 3, June 2024, Pages 2339-2390.
SSRN