Forward-looking information on growth and uncertainty implied by derivative securities : evidence from an emerging market
Year of publication: |
2019
|
---|---|
Authors: | Yen, Yu-min |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 62.2019, p. 240-266
|
Subject: | Implied dividend | Risk neutral kurtosis | Risk neutral skewness | Variance risk premium | Derivat | Derivative | Risikoprämie | Risk premium | Risiko | Risk | Dividende | Dividend | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Statistische Verteilung | Statistical distribution |
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