Cross-sectional tests of deterministic volatility functions

Journal of Empirical Finance

Volumn 9, Issue 5, 2002, Pages 525-550

  Brandt, Michael W ^a   Wu, Tao ^a  

^a UNIVERSITY OF PENNSYLVANIA   (United States)

Author keywords

Deterministic volatility functions; Option pricing

Indexed keywords

EID: 0036888099     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0927-5398(02)00009-9     Document Type: Article

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