Predictable Dynamics in Higher-Order Risk-Neutral Moments: Evidence from the S&P 500 Options
| Year of publication: |
2013
|
|---|---|
| Authors: | Neumann, Michael ; Skiadopoulos, George |
| Published in: |
Journal of Financial and Quantitative Analysis. - Cambridge University Press. - Vol. 48.2013, 03, p. 947-977
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |