Crashes, Volatility, And The Equity Premium: Lessons From S&P 500 Options

AuthID
P-003-79Q
2
Author(s)
Yan, S
Tipo de Documento
Article
Year published
2010
Publicado
in REVIEW OF ECONOMICS AND STATISTICS, ISSN: 0034-6535
Volume: 92, Número: 2, Páginas: 435-451 (17)
Indexing
Publication Identifiers
SCOPUS: 2-s2.0-77955153833
Wos: WOS:000277160600015
Source Identifiers
ISSN: 0034-6535
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