SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Integrated Time-Series Analysis of Spot and Option Prices · Study

PreprintShelves

PreprintIntegrated Time-Series Analysis of Spot and Option Prices

Jun Pan1999

OA

Preprintgreen1999

Integrated Time-Series Analysis of Spot and Option Prices

48 citations·0/0 files stored·SSRN Electronic Journal

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stochastic processes and financial applications Financial Markets and Investment Strategies Financial Risk and Volatility Modeling

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 48 citations exist upstream.

Cited by

2004Option Pricing Using Fourier Transforms: A Numerically Efficient Simplification 2004Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics 2002An options-based analysis of emerging market exchange rate expectations: Brazil's Real Plan, 1994–1999 2001The Importance of the Loss Function in Option Pricing 2000Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options

Details

Year1999

Typepreprint

Published1999-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations48

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.2139/ssrn.196808

openalex_workW1545435402

Links

Imported from OpenAlex (CC0) — nothing here is generated.