The option-implied skewness risk premium: Evidence from Taiwan China market

CHEN Rong, LIAO Muying, XU Wanjing

Systems Engineering - Theory & Practice ›› 2016, Vol. 36 ›› Issue (5) : 1099-1108.

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Systems Engineering - Theory & Practice ›› 2016, Vol. 36 ›› Issue (5) : 1099-1108. DOI: 10.12011/1000-6788(2016)05-1099-10

The option-implied skewness risk premium: Evidence from Taiwan China market

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2016, 36(5): 1099-1108 https://doi.org/10.12011/1000-6788(2016)05-1099-10

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