Azala

Predictable dynamics in higher-order risk-neutral moments Evidence from S&P 500 options.

Xehetasun bibliografikoak
Argitaratua izan da:Journal of financial and quantitative analysis V. 48, 1-3 (2013).
Egile nagusia: Neumann, Michael
Formatua: Artikulua
Hizkuntza:ingelesa
Gaiak:
Market prices.
Options markets.
Forecasting techniques.
Transaction costs.
Volatility.