Pages that link to "Item:Q1398984"
From MaRDI portal
The following pages link to Empirical reverse engineering of the pricing kernel. (Q1398984):
Displaying 14 items.
- Correlation and the pricing of risks (Q665786) (← links)
- A tale of two option markets: pricing kernels and volatility risk (Q894646) (← links)
- Cost minimization and the stochastic discount factor (Q993732) (← links)
- Empirical option pricing: A retrospection (Q1398987) (← links)
- Testing monotonicity of pricing kernels (Q1621677) (← links)
- The pricing kernel puzzle: survey and outlook (Q1669867) (← links)
- The pricing kernel puzzle in forward looking data (Q1710579) (← links)
- Option pricing with conditional GARCH models (Q2028829) (← links)
- Option market trading activity and the estimation of the pricing kernel: a Bayesian approach (Q2173190) (← links)
- On the market price of risk (Q2230759) (← links)
- Saddlepoint approximations for affine jump-diffusion models (Q2271604) (← links)
- Reference-Dependent Preferences and the Empirical Pricing Kernel Puzzle* (Q4555636) (← links)
- On the Determination of General Scientific Models With Application to Asset Pricing (Q5256111) (← links)
- Pricing kernels, market utility functions and investor preferences (Q5371377) (← links)