Publisher
Springer Nature Switzerland
Reference19 articles.
1. Badrinath, S.G., Chatterjee, S.: On measuring skewness and elongation in common stock return distributions: the case of the market index. J. Bus. 451–472 (1988)
2. Badrinath, S.G., Chatterjee, S.: A data-analytic look at skewness and elongation in common-stock-return distributions. J. Bus. Econ. Statist. 9(2), 223–233 (1991)
3. Bates, D.S.: The crash of ’87: was it expected? The evidence from options markets. J. Financ. 46(3), 1009–1044 (1991)
4. Black, F., Scholes, M.: The pricing of options and corporate liabilities. J. Polit. Econ. 81(3), 637–654 (1973)
5. Christoffersen, P., Jacobs, K.: The importance of the loss function in option valuation. J. Financ. Econ. 72(2), 291–318 (2004)