Statistics
Publications
20
Citations
6.5K
H-Index
17
Active since
1991
Affiliations
David S. Bates is an author at University of Iowa specializing in finance, financial economics, and business.
Publications per year
1991–2022
20
20
Post-'87 crash fears in the S&P 500 futures option market
David S. Bates · Journal of Econometrics · 2000 · 1.5K citations
The Crash of ʼ87: Was It Expected? The Evidence from Options Markets
David S. Bates · The Journal of Finance · 1991 · 915 citations
Empirical option pricing: a retrospection
David S. Bates · Journal of Econometrics · 2003 · 371 citations
Maximum Likelihood Estimation of Latent Affine Processes
David S. Bates · Review of Financial Studies · 2006 · 281 citations
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