David S. Bates

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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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