Option-implied skewness : Insights from ITM-options
Year of publication: |
2021
|
---|---|
Authors: | Mohrschladt, Hannes ; Schneider, Judith Christiane |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 131.2021, p. 1-16
|
Subject: | In-the-money-options | Option-implied skewness | Return predictability | Market frictions | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Statistische Verteilung | Statistical distribution | Optionsgeschäft | Option trading |
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