Empirical pricing kernels obtained from the UK index options market
Xiaoquan Liu, Mark B. Shackleton, Stephen J. Taylor and Xinzhong Xu
| Year of publication: |
2009
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|---|---|
| Authors: | Liu, Xiaoquan ; Shackleton, Mark B. ; Taylor, Stephen ; Xu, Xinzhong |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 16.2009, 10/12, p. 989-993
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| Subject: | Index-Futures | Index futures | Optionspreistheorie | Option pricing theory | Kapitaleinkommen | Capital income | Black-Scholes-Modell | Black-Scholes model | Schätzung | Estimation | Optionsgeschäft | Option trading | Anlageverhalten | Behavioural finance |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003886597