The information content of the term structure of risk-neutral skewness-Reference-Cited by-同舟云学术

The information content of the term structure of risk-neutral skewness

Published:2020-09 Issue: Volume:58 Page:247-274
ISSN:0927-5398
Container-title:Journal of Empirical Finance
language:en
Short-container-title:Journal of Empirical Finance

Author:

Borochin Paul,Chang Hao,Wu Yangru

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference43 articles.

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