Year 2022
Authors YUNG-MING SHIU
Paper Title Ging-Ging Pan;許永明*;Tu-Cheng Wu, 2022.01, 'Can risk-neutral skewness and kurtosis subsume the information content of historical jumps?, ' Journal of Financial Markets, Vol.57, pp.1-15.(SSCI)(*為通訊作者)
Vol.No 429237
Date of Publication 2022-01-01