Predicting the equity market with option implied variables
Year of publication: |
2017
|
---|---|
Authors: | Prokopczuk, Marcel ; Tharann, Björn ; Wese Simen, Chardin |
Publisher: |
Hannover : Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät |
Subject: | Equity Premium | Option Implied Information | Portfolio Choice | Predictability | Timing Strategies |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1005496978 [GVK] hdl:10419/172873 [Handle] RePEc:han:dpaper:dp-619 [RePEc] |
Classification: | G10 - General Financial Markets. General ; G11 - Portfolio Choice ; G17 - Financial Forecasting |
Source: |
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