Option‐implied risk measures : An empirical examination on the S&P 500 index
| Year of publication: |
2019
|
|---|---|
| Authors: | Barone‐Adesi, Giovanni ; Legnazzi, Chiara ; Sala, Carlo |
| Published in: |
International Journal of Finance & Economics. - Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 24.2019, 4 (30.08.), p. 1409-1428
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/ijfe.1743 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012082742