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IMPLIED VOLATILITY SKEWS AND S...
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ECONIS (ZBW)
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SKEWNESS AND KURTOSIS IN S&P 500 INDEX RETURNS IMPLIED BY OPTION PRICES
Corrado, Charles J.
;
Su, Tie
- In:
Journal of Financial Research
19
(
1996
)
2
,
pp. 175-192
Persistent link: https://www.econbiz.de/10010889101
Saved in:
2
S&P 500 index option tests of Jarrow and Rudd's approximate option valuation formula
Corrado, Charles J.
;
Su, Tie
- In:
Journal of Futures Markets
16
(
1996
)
6
,
pp. 611-629
Persistent link: https://www.econbiz.de/10011197322
Saved in:
3
An empirical test of the Hull-White option pricing model
Corrado, Charles Joseph
- In:
The journal of futures markets
18
(
1998
)
4
,
pp. 363-378
Persistent link: https://www.econbiz.de/10001242646
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4
Implied volatility skews and stock return skewness and kurtosis implied by stock option prices
Corrado, Charles Joseph
- In:
The European journal of finance
3
(
1997
)
1
,
pp. 73-85
Persistent link: https://www.econbiz.de/10001219143
Saved in:
5
S&P 500 index option tests of Jarrow and Rudd's approximate option valuation formula
Corrado, Charles Joseph
- In:
The journal of futures markets
16
(
1996
)
6
,
pp. 611-629
Persistent link: https://www.econbiz.de/10001206958
Saved in:
6
S&P 500 Index Option Tests of Jarrow and Rudd's Approximate Option Valuation Formula
Corrado, Charles J.
;
Su, Tie
- In:
The journal of futures markets
16
(
1996
)
6
,
pp. 611-630
Persistent link: https://www.econbiz.de/10007325974
Saved in:
7
Skewness and Kurtosis in S&P 500 Index Returns Implied by Option Prices
Corrado, Charles J.
;
Su, Tie
- In:
The journal of financial research : a publ. of the …
19
(
1996
)
2
,
pp. 175-192
Persistent link: https://www.econbiz.de/10007327512
Saved in:
8
Fundamentals of investments : valuation and management
Corrado, Charles Joseph
;
Jordan, Bradford D.
-
2005
-
3. ed., internat. ed.
Persistent link: https://www.econbiz.de/10001803101
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9
A note on the derivation of Black-Scholes hedge ratios
Su, Tie
- In:
The journal of futures markets
23
(
2003
)
11
,
pp. 1119-1122
Persistent link: https://www.econbiz.de/10001795043
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10
A nonparametric test for abnormal security-price performance in event studies
Corrado, Charles Joseph
- In:
Journal of financial economics
23
(
1989
)
2
,
pp. 385-395
Persistent link: https://www.econbiz.de/10001076045
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