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