Empirical pricing kernels
Year of publication: |
2002
|
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Authors: | Rosenberg, Joshua V. ; Engle, Robert F. |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 64.2002, 3, p. 341-372
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Subject: | Kapitaleinkommen | Capital income | Black-Scholes-Modell | Black-Scholes model | Anlageverhalten | Behavioural finance | Optionspreistheorie | Option pricing theory | Schätzung | Estimation | Theorie | Theory | USA | United States | 1992-1996 |
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