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Fast Filtering with Large Option Panels: Implications for Asset Pricing
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- Journal:
- Journal of Financial and Quantitative Analysis , First View
- Published online by Cambridge University Press:
- 13 June 2023, pp. 1-32
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The Pricing of Volatility and Jump Risks in the Cross-Section of Index Option Returns
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 57 / Issue 6 / September 2022
- Published online by Cambridge University Press:
- 07 April 2022, pp. 2385-2411
- Print publication:
- September 2022
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- Article
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