Pages that link to "Item:Q1710579"
From MaRDI portal
The following pages link to The pricing kernel puzzle in forward looking data (Q1710579):
Displaying 14 items.
- Measure preserving derivatives and the pricing kernel puzzle (Q660096) (← links)
- The forward discount puzzle and market efficiency (Q691616) (← links)
- A note on Stein's overreaction puzzle (Q777932) (← links)
- A tale of two option markets: pricing kernels and volatility risk (Q894646) (← links)
- Empirical reverse engineering of the pricing kernel. (Q1398984) (← links)
- Testing monotonicity of pricing kernels (Q1621677) (← links)
- The pricing kernel puzzle: survey and outlook (Q1669867) (← links)
- The forward premium puzzle in a model of imperfect information (Q1934799) (← links)
- Option market trading activity and the estimation of the pricing kernel: a Bayesian approach (Q2173190) (← links)
- Functional Ross recovery: theoretical results and empirical tests (Q2338541) (← links)
- Reference-Dependent Preferences and the Empirical Pricing Kernel Puzzle* (Q4555636) (← links)
- Forward Prices in Markets Driven by Continuous-time Autoregressive Processes (Q5256597) (← links)
- Volatility-dependent probability weighting and the dynamics of the pricing kernel puzzle (Q6549856) (← links)
- Parametric risk-neutral density estimation via finite lognormal-Weibull mixtures (Q6554222) (← links)