Craig, Ben R.; Glatzer, Ernst; Keller, Joachim G.; … - 2003 - [Elektronische Ressource]
this paper we will be estimating risk-neutral densities (RND) for the largest euro area stock market (the
index of which … market is the
largest options market within the euro area, and it is the stock market behind the
largest economy in the euro … area. Furthermore, our sample is quite comprehensive
as it starts in December 1995. The data span the period before and …