1 research outputs found
Option-Implied Dependence and Correlation Risk Premium
- Author
- A Buraschi
- A Buraschi
- A Buss
- A Buss
- A Farago
- A J Patton
- A Kostakis
- B Feunou
- B Kelly
- B Kelly
- B R Routledge
- B.-Y Chang
- C R Harvey
- D Hobson
- D Schreindorfer
- D T Breeden
- E Jondeau
- E T Jaynes
- F Chabi-Yo
- F Gul
- F Longin
- G Faria
- G Puccetti
- I Martin
- I Martin
- J C Jackwerth
- J Dhaene
- J Driessen
- J Driessen
- J Jackwerth
- J M Pollet
- K Mardia
- K V Mardia
- K V Mardia
- L Jiang
- M Britten-Jones
- M Kilic
- M Rubinstein
- M Stutzer
- O Bondarenko
- O Bondarenko
- O Bondarenko
- P Carr
- P Carr
- P Embrechts
- P Mueller
- P Orr Lowski
- P S Stilger
- P Schneider
- R A Campbell
- R Engle
- S Figlewski
- S Ross
- T Bollerslev
- T Bollerslev
- V Demiguel
- V Todorov
- X Chen
- Y Hong
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2020
- Field of study