Predictable Dynamics in Higher Order Risk-Neutral Moments: Evidence from the S&P 500 Options
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Elsevier BV
Reference46 articles.
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Cited by 3 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Volatility spillovers and the effect of news announcements;Journal of Banking & Finance;2012-08
2. Six: Proposing the Alternative Skewness Index;SSRN Electronic Journal;2012
3. A Volatility Smirk that Defaults: The Case of the S&P 500 Index Options;SSRN Electronic Journal;2009
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