Testing the stability of implied probability density functions
Robert R. Bliss and
Journal of Banking & Finance, 2002, vol. 26, issue 2-3, 381-422
References: View references in EconPapers View complete reference list from CitEc
Citations View citations in EconPapers (93) Track citations by RSS feed
Downloads: (external link)
Full text for ScienceDirect subscribers only
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:eee:jbfina:v:26:y:2002:i:2-3:p:381-422
Access Statistics for this article
Journal of Banking & Finance is currently edited by Ike Mathur
More articles in Journal of Banking & Finance from Elsevier
Bibliographic data for series maintained by Dana Niculescu ().