Jump variance risk: Evidence from option valuation and stock returns
| Year of publication: |
2019
|
|---|---|
| Authors: | Chang, Hsuan‐Ling ; Chang, Yen‐Cheng ; Cheng, Hung‐Wen ; Peng, Po‐Hsiang ; Tseng, Kevin |
| Published in: |
Journal of Futures Markets. - Wiley, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 39.2019, 7 (22.04.), p. 890-915
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/fut.22009 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012082200