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Guo, Biao; Shi, Yukun; Xu, Yaofei - In: Quantitative finance 20 (2020) 12, pp. 2025-2036

Persistent link: https://www.econbiz.de/10012313548

Bakshi, Gurdip S.; Cao, Charles Q.; Zhong, Zhaodong - In: Review of quantitative finance and accounting 57 (2021) 1, pp. 1-28

Persistent link: https://www.econbiz.de/10012549885

Alitab, Dario; Bormetti, Giacomo; Corsi, Fulvio; … - In: Journal of financial econometrics 18 (2020) 1, pp. 121-157

Persistent link: https://www.econbiz.de/10012180409

Fonseca, José da; Ziveyi, Jonathan - In: Scandinavian actuarial journal (2017) 3, pp. 209-230

Persistent link: https://www.econbiz.de/10011772102

Eraker, Bjørn - In: Review of derivatives research 16 (2013) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10009729949

Ornthanalai, Chayawat - In: Journal of financial economics 112 (2014) 1, pp. 69-90

Persistent link: https://www.econbiz.de/10010375952

Ubukata, Masato - In: Empirical economics : a quarterly journal of the … 63 (2022) 5, pp. 2633-2653

Persistent link: https://www.econbiz.de/10013440507

Sasaki, Hiroshi - In: Asia-Pacific financial markets 22 (2015) 2, pp. 151-184

Persistent link: https://www.econbiz.de/10011377526

Hofmann, Michael - In: Frictions, intermediaries, and the option market, (pp. 7-50). 2019

Persistent link: https://www.econbiz.de/10012179109

Tosi, Adriano; Ziegler, Alexandre - In: Essays in systematic asset pricing, (pp. 91-147). 2019

Persistent link: https://www.econbiz.de/10012103525