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subject:"Schätzung"
~isPartOf:"Bundesbank Series 1 Discussion Paper"
~isPartOf:"Quantitative finance"
~person:"Rubio, Gonzalo"
~subject:"Börsenkurs"
~subject:"Momentenmethode"
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Bundesbank Series 1 Discussion Paper
Quantitative finance
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Extracting expected stock risk premia from option prices and the information contained in non-parametric-out-of-sample stochastic discount factors
González-Urteaga, Ana
;
Nieto, Belén
;
Rubio, Gonzalo
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 713-727
Persistent link: https://www.econbiz.de/10012500183
Saved in:
2
Extracting expected stock risk premia from option prices and the information contained in non-parametric-out-of-sample stochastic discount factors
González-Urteaga, Ana
;
Nieto Domenech, Belen
;
Rubio, …
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 713-727
Persistent link: https://www.econbiz.de/10012500184
Saved in:
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