Affiliation:
1. The University of Sydney
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance
Reference53 articles.
1. The Generalised Hyperbolic Skew–Student’s t Distribution;Aas;Journal of Financial Econometrics,2006
2. The Risk Premia Embedded in Index Options;Andersen;Journal of Financial Economics,2015
3. Empirical Performance of Alternative Option Pricing Models;Bakshi;Journal of Finance,1997
4. Spanning and Derivative-Security Valuation;Bakshi;Journal of Financial Economics,2000
5. Exponentially Decreasing Distributions for the Logarithm of Particle Size;Barndorff-Nielsen;Proceedings of the Royal Society of London. Series A. Mathematical and Physical Sciences,1977
Cited by
1 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