Cite
HARVARD Citation
Shin, J. et al. (2019). Do hedge funds time market tail risk? Evidence from option‐implied tail risk. Journal of futures markets. 39 (2), pp. 205-237. [Online].
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Shin, J. et al. (2019). Do hedge funds time market tail risk? Evidence from option‐implied tail risk. Journal of futures markets. 39 (2), pp. 205-237. [Online].