Risk-neutral momentum and market fear
Wolfgang Schadner
| Year of publication: |
November 7, 2019
|
|---|---|
| Authors: | Schadner, Wolfgang |
| Publisher: |
St. Gallen : School of Finance, University of St. Gallen |
| Subject: | momentum | sentiment | implied volatility | long-term memory | fractal Brownian motion | market fear | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Prognoseverfahren | Forecasting model | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Momentenmethode | Method of moments | Optionspreistheorie | Option pricing theory | Portfolio-Management | Portfolio selection |
freely available
| Extent: | 1 Online-Ressource (circa 10 Seiten) Illustrationen |
|---|---|
| Series: | Working papers on finance. - Sankt Gallen, ZDB-ID 2252526-9. - Vol. no. 2019, 15 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012133935