Asymmetry in the jump-size distribution of the S&P 500: Evidence from equity and option markets
| Autor: | Kaeck, Andreas |
|---|---|
| Zdroj: | In Journal of Economic Dynamics and Control September 2013 37(9):1872-1888 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Kaeck, Andreas |
|---|---|
| Zdroj: | In Journal of Economic Dynamics and Control September 2013 37(9):1872-1888 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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Full Text from ScienceDirect