Estimating Relative Risk Aversion, Risk-Neutral and Real-World Densities Using Brazilian Real Currency Options
Year of publication: |
2011
|
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Authors: | Ornelas, Jose Renato Haas |
Other Persons: | Fajardo, José (contributor) ; Farias, Aquiles (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Risikoaversion | Risk aversion | Wechselkurs | Exchange rate | Risikoneutralität | Risk neutrality |
Extent: | 1 Online-Ressource (12 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 20, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1931388 [DOI] |
Classification: | C13 - Estimation ; C16 - Specific Distributions ; E47 - Forecasting and Simulation ; E52 - Monetary Policy (Targets, Instruments, and Effects) ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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