Option-implied measures of equity risk

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

  • Bo-Young Chang, McGill University
  • ,
  • Peter Christoffersen, Denmark
  • Gregory Vainberg, McGill University
  • ,
  • Kris Jacobs, University of Houston
Original languageEnglish
JournalReview of Finance (Print)
Volume16
Issue2
Pages (from-to)385-428
Number of pages44
ISSN1572-3097
DOIs
Publication statusPublished - 1 Apr 2012

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