State prices of conditional quantiles : new evidence on time variation in the pricing kernel
Year of publication: |
January/February 2017
|
---|---|
Authors: | Metaxoglou, Konstantinos ; Smith, Aaron D. |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 32.2017, 1, p. 192-217
|
Subject: | Börsenkurs | Share price | Volatilität | Volatility | Kapitalmarktrendite | Capital market returns | Zahlungsbereitschaftsanalyse | Willingness to pay | Kapitalmarkttheorie | Financial economics | USA | United States | 1990-2012 |
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