Asymmetry in the jump-size distribution of the S&P 500: Evidence from equity and option markets
| Year of publication: |
2013
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|---|---|
| Authors: | Kaeck, Andreas |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 37.2013, 9, p. 1872-1888
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