The pricing of tail risk and the equity premium : evidence from international option markets
Year of publication: |
2020
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Authors: | Andersen, Torben ; Fusari, Nicola ; Todorov, Viktor |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 38.2020, 3, p. 662-678
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Subject: | Schätzung | Estimation | Risikoprämie | Risk premium | CAPM | Kapitaleinkommen | Capital income |
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