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person:"Zhang, Lu"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Research in international business and finance"
~person:"Andersen, Torben"
~person:"Gil-Alaña, Luis A."
~person:"Subrahmanyam, Avanidhar"
~person:"Veldkamp, Laura"
~subject:"Risikoprämie"
~subject:"Theorie"
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Zhang, Lu
Andersen, Torben
Gil-Alaña, Luis A.
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Research in international business and finance
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NBER working paper series
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Journal of financial economics
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Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
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2
The pricing of tail risk and the equity premium : evidence from international option markets
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 662-678
Persistent link: https://www.econbiz.de/10012262503
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