Tails, fears, and risk premia
Year of publication: |
2011
|
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Authors: | Bollerslev, Tim ; Todorov, Viktor |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 66.2011, 6, p. 2165-2211
|
Subject: | Index-Futures | Index futures | Risikoprämie | Risk premium | Optionspreistheorie | Option pricing theory | Börsenkurs | Share price | Statistische Verteilung | Statistical distribution | Theorie | Theory | Schätzung | Estimation | USA | United States | 1990-2008 |
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