Forecasting stock returns using option-implied state prices
Year of publication: |
2017
|
---|---|
Authors: | Metaxoglou, Konstantinos ; Smith, Aaron D. |
Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 15.2017, 3, p. 427-473
|
Subject: | forecasting | options | pricing kernel | returns | state prices | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Optionspreistheorie | Option pricing theory | Börsenkurs | Share price | Prognose | Forecast |
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