【题 名】:Crashes, Volatility, and the Equity Premium: Lessons from S&P 500 Options
【作 者】: Pedro Santa-Clara and Shu Yan
【期刊、会议、单位名称】:The Review of Economics and Statistics, 【年, 卷(期), 起止页码】:2010, vol. 92, issue 2, pages 435-451
【全文链接】:http://www.mitpressjournals.org/doi/abs/10.1162/rest.2010.11549?journalCode=rest


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