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~isPartOf:"Journal of financial econometrics"
~isPartOf:"Working papers / Bank for International Settlements"
~source:"econis"
~subject:"Risk premium"
~subject:"Risk"
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Risk premium
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Option trading
9
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option pricing
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Journal of financial econometrics
Working papers / Bank for International Settlements
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7
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ECONIS (ZBW)
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1
The cumulant risk premium
Kyle, Albert S.
;
Todorov, Karamfil
-
2023
Persistent link: https://www.econbiz.de/10014414346
Saved in:
2
Realized GARCH, CBOE VIX, and the volatility risk premium
Hansen, Peter Reinhard
;
Huang, Zhuo
;
Tong, Chen
;
Wang, …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 187-223
Persistent link: https://www.econbiz.de/10014526311
Saved in:
3
Firm-specific risk-neutral distributions with options and CDS
Aramonte, Sirio
;
Jahan-Parvar, Mohammad R.
;
Rosen, Samuel
; …
-
2021
Persistent link: https://www.econbiz.de/10012483801
Saved in:
4
Market maker inventory, bid-ask spreads, and the computation of option implied risk measures
Eraker, Bjørn
;
Osterrieder, Daniela
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1820-1851
Persistent link: https://www.econbiz.de/10014444758
Saved in:
5
Does variance risk have two prices? : evidence from the equity and option markets
Barras, Laurent
;
Malkhozov, Aytek
-
2015
Persistent link: https://www.econbiz.de/10011437545
Saved in:
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