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Bates, David S.
Tse, Yiuman
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ECONIS (ZBW)
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1
The market for crash risk
Bates, David S.
-
2001
Persistent link: https://www.econbiz.de/10001621523
Saved in:
2
The market for crash risk
Bates, David S.
- In:
Journal of economic dynamics & control
32
(
2008
)
7
,
pp. 2291-2321
Persistent link: https://www.econbiz.de/10003732926
Saved in:
3
Hedging the smirk
Bates, David S.
- In:
Finance research letters
2
(
2005
)
4
,
pp. 195-200
Persistent link: https://www.econbiz.de/10003219458
Saved in:
4
Post-'87 crash fears in the S&P 500 futures option market
Bates, David S.
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 181-238
Persistent link: https://www.econbiz.de/10001437755
Saved in:
5
Post-'87 crash fears in S&P 500 futures options
Bates, David S.
-
1997
Persistent link: https://www.econbiz.de/10000619727
Saved in:
6
The skewness premium : option pricing under asymmetric processes
Bates, David S.
- In:
Advances in futures and options research : a research annual
9
(
1997
),
pp. 51-82
Persistent link: https://www.econbiz.de/10001226772
Saved in:
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