Short‐Term Market Risks Implied by Weekly Options-Reference-Cited by-同舟云学术

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Short‐Term Market Risks Implied by Weekly Options

Published:2017-04-13 Issue:3 Volume:72 Page:1335-1386
ISSN:0022-1082
Container-title:The Journal of Finance
language:en
Short-container-title:The Journal of Finance

Author:

ANDERSEN TORBEN G.,FUSARI NICOLA,TODOROV VIKTOR

Funder

Danmarks Grundforskningsfond

National Science Foundation

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/jofi.12486

Reference39 articles.

1. An Empirical Investigation of Continuous-Time Equity Return Models

2. Parametric Inference and Dynamic State Recovery From Option Panels

3. The risk premia embedded in index options

4. Empirical Performance of Alternative Option Pricing Models

5. Spanning and derivative-security valuation

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