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~isPartOf:"Applied economics letters"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Taylor, Stephen"
~subject:"Behavioural finance"
~subject:"Statistische Verteilung"
~type_genre:"Aufsatz in Zeitschrift"
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Applied economics letters
The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of forecasting
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ECONIS (ZBW)
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Empirical pricing kernels obtained from the UK index options market
Liu, Xiaoquan
;
Shackleton, Mark B.
;
Taylor, Stephen
; …
- In:
Applied economics letters
16
(
2009
)
10/12
,
pp. 989-993
Persistent link: https://www.econbiz.de/10003886597
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2
Cross-sectional analysis of risk-neutral skewness
Taylor, Stephen
;
Yadav, Pradeep
;
Zhang, Yuanyuan
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
4
,
pp. 38-52
Persistent link: https://www.econbiz.de/10003862759
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