[Taylor&Francis] Persistence of jump-induced tail risk and limits to arbitrage

michaels0810 Post time 5 day(s) ago | Show all posts |Read mode
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journalㄩQuantitative Finance

AuthorsㄩK. Victor Chow; Kose John; Jingrui Li; Ben Sopranzetti

Published dateㄩ2023-4-3

DOIㄩ10.1080/14697688.2022.2151502

PDF linkㄩhttps://www.tandfonline.com/doi/pdf/10.1080/14697688.2022.2151502

Article linkㄩhttps://doi.org/10.1080/14697688.2022.2151502

Article SourceㄩInforma UK Limited﹝


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