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~person:"Guo, Biao"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Index futures"
~subject:"Volatility"
~type_genre:"Bibliografie"
~type_genre:"Conference paper"
~type_genre:"Forschungsbericht"
~type_genre:"Ratgeber"
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Volatility information difference between CDS, options, and the cross section of options returns
Guo, Biao
;
Shi, Yukun
;
Xu, Yaofei
- In:
Quantitative finance
20
(
2020
)
12
,
pp. 2025-2036
Persistent link: https://www.econbiz.de/10012313548
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