Pages that link to "Item:Q1853221"
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The following pages link to Option prices under Bayesian learning: implied volatility dynamics and predictive densities (Q1853221):
Displaying 23 items.
- Option pricing model with sentiment (Q315109) (← links)
- Dividend forecast biases in index option valuation (Q375338) (← links)
- Options markets, self-fulfilling prophecies, and implied volatilities (Q375353) (← links)
- Option pricing under model and parameter uncertainty using predictive densities (Q451231) (← links)
- Learning, confidence, and option prices (Q494363) (← links)
- On rationally confident beliefs and rational overconfidence (Q930011) (← links)
- Properties of equilibrium asset prices under alternative learning schemes (Q959726) (← links)
- Is the market price of risk infinite? (Q1038085) (← links)
- Empirical assessment of an intertemporal option pricing model with latent variables. (Q1398969) (← links)
- Bayesian option pricing using mixed normal heteroskedasticity models (Q1623554) (← links)
- Learning and forecasts about option returns through the volatility risk premium (Q1655714) (← links)
- Bayesian analysis of contingent claim model error (Q1969817) (← links)
- The stock implied volatility and the implied dividend volatility (Q2115942) (← links)
- Valuation of an option using non-parametric methods (Q2328782) (← links)
- Options in markets with unknown dynamics (Q2331247) (← links)
- Through the looking glass: indirect inference via simple equilibria (Q2343812) (← links)
- Measuring expectations in options markets: an application to the S&P500 index (Q2866371) (← links)
- VaR and expected shortfall: a non-normal regime switching framework (Q3182749) (← links)
- PRICING AUSTRALIAN S&P200 OPTIONS: A BAYESIAN APPROACH BASED ON GENERALIZED DISTRIBUTIONAL FORMS (Q3429852) (← links)
- Estimate nothing (Q5247922) (← links)
- AUTOMATED INFERENCE AND THE FUTURE OF ECONOMETRICS: A COMMENT (Q5697625) (← links)
- Do option markets correctly price the probabilities of movement of the underlying asset? (Q5939359) (← links)
- Learning and Index Option Returns (Q6626309) (← links)
