共 10 条
[5]
Tails, Fears, and Risk Premia[J] . TIM BOLLERSLEV,VIKTOR TODOROV.The Journal of Finance . 2011 (6)
[6]
Jump risk, stock returns, and slope of implied volatility smile[J] . Shu Yan.Journal of Financial Economics . 2010 (1)
[7]
Crashes, Volatility, and the Equity Premium: Lessons from S&P 500 Options[J] . Pedro Santa-Clara,Shu Yan.The Review of Economics and Statistics . 2010 (2)
[8]
Model Specification and Risk Premia: Evidence from Futures Options[J] . MARK BROADIE,MIKHAIL CHERNOV,MICHAEL JOHANNES.The Journal of Finance . 2007 (3)
[9]
The jump-risk premia implicit in options: evidence from an integrated time-series study[J] . Jun Pan.Journal of Financial Economics . 2002 (1)
[10]
Post-'87 crash fears in the S&P 500 futures option market[J] . David S. Bates.Journal of Econometrics . 2000 (1)