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Post-'87 crash fears in S&P 500 futures options
Bates, David S. - 1997
Persistent link: https://www.econbiz.de/10000619727
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US stock market crash risk, 1926 - 2006
Bates, David S. - 2009
Persistent link: https://www.econbiz.de/10003837108
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How crashes develop : intradaily volatility and crash evolution
Bates, David S. - 2016
Persistent link: https://www.econbiz.de/10011451109
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The crash of '87 : was it expected? ; the evidence from options markets
Bates, David S. - In: The journal of finance : the journal of the American … 46 (1991) 3, pp. 1009-1044
Persistent link: https://www.econbiz.de/10001110299