Time Dependent Relative Risk Aversion (Q3606094)

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scientific article

Language	Label	Description	Also known as
English	Time Dependent Relative Risk Aversion	scientific article

Statements

scholarly article

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Time Dependent Relative Risk Aversion (English)

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Wolfgang Karl Härdle

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Contributions to Economics

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publication date

26 February 2009

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full work available at URL

http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2006-020.pdf

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MaRDI profile type

MaRDI publication profile

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Nonparametric risk management and implied risk aversion

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The Pricing of Options and Corporate Liabilities

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Semiparametric modeling of implied volatility.

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Statistics of financial markets. An introduction.

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Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?

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Asset Prices in an Exchange Economy

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Taxes, Regulations, and the Value of U.S. and U.K. Corporations

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Risk Aversion in the Small and in the Large

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Identifiers

zbMATH Open document ID

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10.1007/978-3-7908-2050-8_3

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:3606094

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