The following pages link to (Q3369440):
Displaying 4 items.
- The skewness risk premium in equilibrium and stock return predictability (Q300694) (← links)
- Calibration of Stock Betas from Skews of Implied Volatilities (Q3004479) (← links)
- On improved volatility modelling by fitting skewness in ARCH models (Q5037037) (← links)
- Stochastic Volatility Model with Time‐dependent Skew (Q5312583) (← links)