Department of Economics and Business Economics

Torben Gustav Andersen

Short-Term Market Risks Implied by Weekly Options

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

DOI

  • Torben Gustav Andersen
  • Nicola Fusari, The Johns Hopkins University Carey Business School, Denmark
  • Viktor Todorov, Northwestern University, United States
Original languageEnglish
JournalJournal of Finance
Volume72
Issue3
Pages (from-to)1335-1385
ISSN0022-1082
DOIs
Publication statusPublished - 2017
Externally publishedYes

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