Option-implied Value-at-Risk and the cross-section of stock returns
Crossref DOI link: https://doi.org/10.1007/s11147-019-09154-z
Published Online: 2019-03-04
Published Print: 2019-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Ammann, Manuel
Feser, Alexander http://orcid.org/0000-0001-9867-8458
Text and Data Mining valid from 2019-03-04
Article History
First Online: 4 March 2019