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Vasquez, Aurelio's
Scholarly Papers
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Total
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1,269 |
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Citations
3 |
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Amaya, Diego
University of Quebec at Montreal (UQAM) - Finance Department Christoffersen, Peter
University of Toronto - Rotman School of Management Jacobs, Kris
University of Houston - C.T. Bauer College of Business Vasquez, Aurelio
Instituto Tecnológico Autónomo de México (ITAM) - Department of Business Administration
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31 Jul 11
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Last Revised:
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22 Feb 13
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778
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Realized volatility, skewness, kurtosis, equity markets, cross-section of stock returns
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Vasquez, Aurelio
Instituto Tecnológico Autónomo de México (ITAM) - Department of Business Administration
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14 Oct 11
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22 Feb 13
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491
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Equity Options, Volatility Term Structure, Implied Volatility, Predictability, Cross-Section
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