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Estimation of market prices of risks in the G.A.R.C.H. diffusion model
Wu, Xinyu
;
Zhou, Hailin
;
Wang, Shouyang
- In:
Economic research
31
(
2018
)
1,1
,
pp. 15-36
Persistent link: https://www.econbiz.de/10012311929
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Probability weighting functions obtained from Hong Kong index option market
Wu, Xinyu
;
Xie, Haibin
;
Li, Xindan
- In:
Economic research
32
(
2019
)
1,2
,
pp. 1922-1943
Persistent link: https://www.econbiz.de/10012435281
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