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Capturing Option Anomalies with a Variance-Dependent Pricin..:

Christoffersen, Peter ; Heston, Steven ; Jacobs, Kris
The Review of Financial Studies. 26 (2013) 8 - p. 1962-2006 , 2013

Link: https://www.jstor.org/stable/23470214

RT Journal
T1 <Title>Capturing Option Anomalies with a Variance-Dependent Pricing Kernel</Title>

UL https://suche.suub.uni-bremen.de/peid=jstor-23470214&Exemplar=1&LAN=DE
				
A1 Christoffersen, Peter
A1 Heston, Steven
A1 Jacobs, Kris
PB Oxford University Press
YR 2013
SN 0893-9454
SN 1465-7368
K1 Mathematics
K1 Applied mathematics
K1 Statistics
K1 Applied statistics
K1 Descriptive statistics
K1 Measures of variability
K1 Statistical variance
K1 Business
K1 Business operations
K1 Commerce
K1 Pricing
K1 Price volatility
K1 Statistical models
K1 Parametric models
K1 Price premiums
K1 Economics
K1 Economic disciplines
K1 Applied economics
K1 Economic modeling
K1 Economic models
K1 Prices
K1 Market prices
K1 Financial economics
K1 Finance
K1 Financial analysis
K1 Risk management
K1 Risk aversion
K1 Information science
K1 Data products
K1 Datasets
K1 Time series
K1 Accountancy
K1 Financial accounting
K1 Assets
K1 Equity
JF The Review of Financial Studies
VO 26
IS 8
SP 1962
OP 2006
LK http://dx.doi.org/https://www.jstor.org/stable/23470214
DO https://www.jstor.org/stable/23470214
SF ELIB - SuUB Bremen

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