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~accessRights:"restricted"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Behavioural finance"
~subject:"Capital income"
~subject:"Estimation"
~subject:"Finanzanalyse"
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Journal of economic dynamics & control
The journal of futures markets
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Option-implied skewness : Insights from ITM-options
Mohrschladt, Hannes
;
Schneider, Judith Christiane
- In:
Journal of economic dynamics & control
131
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012818193
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Learning and forecasts about option returns through the volatility risk premium
Bernales, Alejandro
;
Chen, Louisa
;
Valenzuela, Marcela
- In:
Journal of economic dynamics & control
82
(
2017
),
pp. 312-330
Persistent link: https://www.econbiz.de/10011915574
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