Can risk-neutral skewness and kurtosis subsume the information content of historical jumps?
| Year | 2022 |
| Author | 潘璟靜, Yung-Ming Shiu*, Tu-Cheng Wu |
| Author count | 3 |
| Created date | 2022-03-10 |
| Author order | 第一作者 |
| Corresponding author | 否 |
| Publication year | 2022 |
| Publication month | 1 |
| Journal name | Journal of Financial Markets |
| Publication area | 美國 |
| Volume | 57 |
| Issue | 0 |
| Start page | 1 |
| End page | 15 |
| Publication type | |
| Review system | 是 |
| Language | Foreign Language |