Work

Skewness and Kurtosis in S&p 500 Index Returns Implied by Option Prices

Year: 1996

Type: article

Source: The Journal of Financial Research

DOI: 10.1111/j.1475-6803.1996.tb00592.x

Authors: Charles J. Corrado, Tie Su

Institutions: University of Missouri, University of Miami

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2080852372

FWCI: 10.13

Cites: 24

Cited by: 320

Related to: 10