David S. Bates

From MaRDI portal



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
The market for crash risk
Journal of Economic Dynamics and Control
2010-01-19Paper
Empirical option pricing: A retrospection
Journal of Econometrics
2003-08-07Paper
Post-'87 crash fears in the S\&P 500 futures option market
Journal of Econometrics
2000-08-24Paper


Research outcomes over time


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