Yan Wang

University College Dublin (UCD) - Michael Smurfit Graduate School of Business

Blackrock, Co. Dublin

Ireland

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Nonparametric Option Implied Tail Risk and Market Returns

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 18-8
Number of pages: 51 Posted: 19 Sep 2018
Conall O'Sullivan and Yan Wang
University College Dublin (UCD) - Michael Smurfit Graduate School of Business and University College Dublin (UCD) - Michael Smurfit Graduate School of Business
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