Empirical pricing kernels obtained from the UK index options market

Xiaoquan Liu, Mark Shackleton, Stephen Taylor, Xinzhong Xu

Research output: Journal PublicationArticlepeer-review

6 Citations (Scopus)

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