Cross-sectional analysis of risk-neutral skewness
Year of publication: |
2009
|
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Authors: | Taylor, Stephen J. ; Yadav, Pradeep K. ; Zhang, Yuanyuan |
Institutions: | Institut für Finanzmarktforschung, Wirtschafts- und Sozialwissenschaftliche Fakultät |
Subject: | risk-neutral distribution | skewness | stock options | ARCH models |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 09-11 |
Classification: | C25 - Discrete Regression and Qualitative Choice Models ; G10 - General Financial Markets. General ; G14 - Information and Market Efficiency; Event Studies |
Source: |
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Cross-sectional analysis of risk-neutral skewness
Taylor, Stephen J., (2009)
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Taylor, Stephen J., (2009)
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Taylor, Stephen J., (2009)
- More ...
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Taylor, Stephen J., (2009)
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Taylor, Stephen J., (2009)
-
Cross-sectional analysis of risk-neutral skewness
Taylor, Stephen J., (2009)
- More ...