The pricing of volatility and jump risks in the cross-section of index option returns
Year of publication: |
2022
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Authors: | Hu, Guanglian ; Liu, Yuguo |
Published in: |
Journal of financial and quantitative analysis : JFQA. - Seattle, Wash. : [Verlag nicht ermittelbar], ISSN 1756-6916, ZDB-ID 2010249-5. - Vol. 57.2022, 6, p. 2385-2411
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Subject: | Index-Futures | Index futures | Optionspreistheorie | Option pricing theory | Kapitaleinkommen | Capital income | Volatilität | Volatility | S&P 500 | USA | United States |
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