Option-implied preferences adjustments, density forecasts, and the equity risk premium
Year of publication: |
2009
|
---|---|
Authors: | Alonso Sánchez, Francisco ; Blanco, Roberto ; Rubio, Gonzalo |
Published in: |
Spanish economic review : SER. - Berlin [u.a.] : Springer, ISSN 1435-5469, ZDB-ID 1469301-X. - Vol. 11.2009, 2, p. 141-164
|
Subject: | Börsenkurs | Share price | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model | Spanien | Spain |
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