Skewness term-structure tests
Thorsten Lehnert and Yuehao Lin
| Year of publication: |
December 2016
|
|---|---|
| Authors: | Lehnert, Thorsten ; Lin, Yuehao |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 23.2016, 5/6, p. 484-504
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| Subject: | Asset pricing | skewness term-structure | option markets | central moments | risk compensation | risk aversion | Theorie | Theory | Risikoaversion | Risk aversion | Risiko | Risk | CAPM | Risikoprämie | Risk premium | Zinsstruktur | Yield curve | Statistische Verteilung | Statistical distribution | Optionsgeschäft | Option trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1350486X.2017.1310624 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011704272