Does the Ross recovery theorem work empirically?
Jens Carsten Jackwerth, Marco Menner
| Year of publication: |
2020
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|---|---|
| Authors: | Jackwerth, Jens Carsten ; Menner, Marco |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 137.2020, 3, p. 723-739
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| Subject: | Physical probabilities | Risk-neutral density | Ross recovery | Stochastic discount factor | Transition state prices | Diskontierung | Discounting | Optionspreistheorie | Option pricing theory | Schätzung | Estimation | Stochastischer Prozess | Stochastic process | CAPM | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2020.03.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012588349