Narrow search
Showing 1 - 5 of 5
Cover Image
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
Cover Image
Market-wide illiquidity and the distribution of non-parametric stochastic discount factors
Abad Díaz, David; Nieto Domenech, Belen; Pascual, Roberto - In: International review of financial analysis 87 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014460538
Cover Image
The volatility of consumption-based stochastic discount factors and economic cycles
Nieto Domenech, Belen; Rubio, Gonzalo - In: Journal of banking & finance 35 (2011) 9, pp. 2197-2216
Persistent link: https://www.econbiz.de/10009247241
Cover Image
Smiling under stochastic volatility
León Valle, Ángel Manuel; Rubio, Gonzalo - In: Spanish economic review : SER 6 (2004) 1, pp. 52-75
Persistent link: https://www.econbiz.de/10001969217
Cover Image
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, Belén; Rubio, Gonzalo - In: Quantitative finance 21 (2021) 5, pp. 713-727
Persistent link: https://www.econbiz.de/10012500183