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subject:"Volatilität"
type_genre:"Article in journal"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of economic dynamics & control"
~person:"Abad Díaz, David"
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Volatility, skewness, and kurtosis of the model-free stochastic discount factor, market realized volatility
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Abad Díaz, David
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Market-wide illiquidity and the distribution of non-parametric stochastic discount factors
Abad Díaz, David
;
Nieto Domenech, Belen
;
Pascual, Roberto
- In:
International review of financial analysis
87
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014460538
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