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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Review of derivatives research"
~person:"Ammann, Manuel"
~person:"Navarro Arribas, Eliseo"
~subject:"Option-implied moments"
~subject:"Rendite"
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Kapitaleinkommen
Option-implied moments
Rendite
Capital income
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Estimation
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Bond
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Ammann, Manuel
Navarro Arribas, Eliseo
Cao, Charles Q.
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Díaz Pérez, Antonio
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Jareño, Francisco
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Madan, Dilip B.
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Review of derivatives research
Working papers on finance
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Swiss journal of economics and statistics
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Handbuch Alternative Investments ; Bd. 1
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ECONIS (ZBW)
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Yield curves from different bond data sets
Díaz Pérez, Antonio
;
Jareño, Francisco
;
Navarro …
- In:
Review of derivatives research
23
(
2020
)
2
,
pp. 191-226
Persistent link: https://www.econbiz.de/10012229792
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2
Option-implied Value-at-Risk and the cross-section of stock returns
Ammann, Manuel
;
Feser, Alexander
- In:
Review of derivatives research
22
(
2019
)
3
,
pp. 449-474
Persistent link: https://www.econbiz.de/10012311843
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