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~isPartOf:"Journal of financial econometrics"
~subject:"Risk premium"
~subject:"Zinsstruktur"
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THREE-POINT VOLATILITY SMILE C...
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Option-implied equity premium predictions via entropic tilting
Metaxoglou, Kostantinos
;
Pettenuzzo, Davide
;
Smith, Aaron D.
- In:
Journal of financial econometrics
17
(
2019
)
4
,
pp. 559-586
Persistent link: https://www.econbiz.de/10012149844
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The term structures of expected loss and gain uncertainty
Feunou, Bruno
;
Lopez Aliouchkin, Ricardo
;
Tédongap, Roméo
- In:
Journal of financial econometrics
18
(
2020
)
3
,
pp. 473-501
Persistent link: https://www.econbiz.de/10012316691
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