Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
The Pricing of Tail Risk and the Equity Premium: Evidence From International Option Markets - MaRDI portal

The Pricing of Tail Risk and the Equity Premium: Evidence From International Option Markets

From MaRDI portal

Publication:6626342

Jump to:navigation, search

DOI10.1080/07350015.2018.1564318zbMath1547.62588MaRDI QIDQ6626342

Torben G. Andersen, Viktor Todorov, Nicola Fusari

Publication date: 28 October 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

This page was built for publication: The Pricing of Tail Risk and the Equity Premium: Evidence From International Option Markets

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:6626342&oldid=40188179"