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Excess Volatility: Beyond Discount Rates* - MaRDI portal

Excess Volatility: Beyond Discount Rates* (Q4647451)

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scientific article; zbMATH DE number 7001845
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English
Excess Volatility: Beyond Discount Rates*
scientific article; zbMATH DE number 7001845

    Statements

    title
    Excess Volatility: Beyond Discount Rates* (English)
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    author
    Stefano Giglio
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    Bryan Kelly
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    publication date
    15 January 2019
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    zbMATH Keywords
    options
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    excess volatility
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    discount rates
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    standard models of prices
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    Identifiers

    zbMATH DE Number
    7001845
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    OpenAlex ID
    W2890083190
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    DOI
    10.1093/QJE/QJX034
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