Title of article :
International capital asset pricing: Evidence from options
Author/Authors :
Henry Mo، نويسنده , , Liuren Wu، نويسنده ,
Issue Information :
دوماهنامه با شماره پیاپی سال 2007
Pages :
34
From page :
465
To page :
498
Keywords :
International capital asset pricing , Time-changed Lévy processes , Options , Stochastic Volatility , Jumps
Journal title :
Journal of Empirical Finance
Serial Year :
2007
Journal title :
Journal of Empirical Finance
Record number :
130862
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=130862
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