Empirical pricing kernels obtained from the UK index options market

Xiaoquan Liu, Mark Shackleton, Stephen Taylor, Xinzhong Xu

Research output: Journal Publication › Article › peer-review

6 Citations (Scopus)
Plum Print visual indicator of research metrics
  • Citations
    • Citation Indexes: 7
  • Captures
    • Readers: 6
see details

Fingerprint

Dive into the research topics of 'Empirical pricing kernels obtained from the UK index options market'. Together they form a unique fingerprint.

Keyphrases

Economics, Econometrics and Finance