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Nieto Domenech, Belen
González-Urteaga, Ana
19
Rubio, Gonzalo
9
Ballester, Laura
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Nieto, Belén
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Extracting expected stock risk premia from option prices and the information contained in non-parametric-out-of-sample stochastic discount factors
González-Urteaga, Ana
;
Nieto Domenech, Belen
;
Rubio, …
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 713-727
Persistent link: https://www.econbiz.de/10012500184
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