From Skews to a Skewed-t: Modelling option-implied returns by a skewed Student-t

Research output: Book/Report/Inaugural speech/Farewell speech › Report › Academic

Original language	Undefined/Unknown
Number of pages	10
Edition	ERIM Report Series Research in Management (issn 1566-5283) 12
Publication status	Published - 2000
Externally published	Yes

Series	ERIM Report Series Research in Management (issn 1566-5283)
Volume	12

ERS-2000-12-F&A

Research programs

@book{4eb1f6c2b75748ca83897e0567151f5b,

title = "From Skews to a Skewed-t: Modelling option-implied returns by a skewed Student-t",

author = "{de Jong}, {C (Cyriel)} and Ronald Huisman",

note = "ERS-2000-12-F&A",

year = "2000",

language = "Undefined/Unknown",

series = "ERIM Report Series Research in Management (issn 1566-5283)",

edition = "ERIM Report Series Research in Management (issn 1566-5283) 12",

}

TY - BOOK

T1 - From Skews to a Skewed-t: Modelling option-implied returns by a skewed Student-t

AU - de Jong, C (Cyriel)

AU - Huisman, Ronald

N1 - ERS-2000-12-F&A

PY - 2000

Y1 - 2000

UR - http://www.eur.nl/WebDOC/doc/erim/erimrs20000518152023.pdf

M3 - Report

T3 - ERIM Report Series Research in Management (issn 1566-5283)

BT - From Skews to a Skewed-t: Modelling option-implied returns by a skewed Student-t

ER -