Journal of Financial Markets
Vol. 57
2022
Can risk-neutral skewness and kurtosis subsume the information content of historical jumps?
Ging-Ginq
Pan1;
Yung-Ming
Shiu2;
Tu-Cheng
Wu3
1 National Pingtung University of Science and Technology · 2 National Chengchi University · 3 I-Shou University
- DOI
- 10.1016/j.finmar.2020.100614
- Volume
- 57
- Pages
- 100614
- Language
- en
- Sources
-
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