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Volatility risk premium implications of GARCH option pricing models
Papantonis, Ioannis
- In:
Economic modelling
58
(
2016
),
pp. 104-115
Persistent link: https://www.econbiz.de/10011647056
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Peaks or tails - What distinguishes financial data?
KrÄmer, Walter
;
Runde, Ralf
- In:
Empirical Economics
25
(
2000
)
4
,
pp. 665-671
We argue against the view that it is mostly the peaks of the
empirical
densities
of stock returns (and of other risky …
Persistent link: https://www.econbiz.de/10005382278
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