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Schätzung
market price of risk
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price of risk
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risk premium
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Market Price of Risk
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Athavale, Manoj V.
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Frijns, Bart
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Hagen, Jürgen von
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Kabir, M. Humayun
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Global business & economics review
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of behavioral finance : a publication of the Institute of Behavioral Finance
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ECONIS (ZBW)
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1
On practitioners closed-form GARCH option pricing
Mozumder, Sharif
;
Frijns, Bart
;
Talukdar, Bakhtear
; …
- In:
International review of financial analysis
94
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014543999
Saved in:
2
The term structure of currency futures' risk premia
Bernoth, Kerstin
;
Hagen, Jürgen von
;
Vries, Casper G. de
- In:
Journal of money, credit and banking : JMCB
54
(
2022
)
1
,
pp. 5-38
Persistent link: https://www.econbiz.de/10012819558
Saved in:
3
Time-varying market
price
of
risk
and investor sentiment : evidence from a multivariate GARCH model
Johnk, David W.
;
Soydemir, Gökçe A.
- In:
The journal of behavioral finance : a publication of …
16
(
2015
)
2
,
pp. 105-119
Persistent link: https://www.econbiz.de/10011333691
Saved in:
4
Real term structure forecasts of consumption growth
Argyropoulos, Efthymios
;
Tzavalis, Elias
- In:
Journal of empirical finance
33
(
2015
),
pp. 208-222
Persistent link: https://www.econbiz.de/10011556880
Saved in:
5
A nonparametric model for spot price dynamics and pricing of futures contracts in electricity markets
Ignatieva, Ekaterina
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
18
(
2014
)
5
,
pp. 483-505
Persistent link: https://www.econbiz.de/10010461199
Saved in:
6
Implied returns, costly reversibility and the value premium
Goebel, Joseph M.
;
Athavale, Manoj V.
- In:
Global business & economics review
16
(
2014
)
3
,
pp. 231-252
Persistent link: https://www.econbiz.de/10010495737
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