Work

Integrated Time-Series Analysis of Spot and Option Prices

Year: 1999

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.196808

Author: Jun Pan

Institutions: National Bureau of Economic Research, Shanghai Jiao Tong University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1545435402

Cites:

Cited by: 48

Related to: 10