Empirical pricing kernels
Year of publication: |
1999
|
---|---|
Authors: | Rosenberg, Joshua V. ; Engle, Robert F. |
Publisher: |
New York, NY |
Subject: | Kapitaleinkommen | Capital income | Black-Scholes-Modell | Black-Scholes model | Anlageverhalten | Behavioural finance | Optionspreistheorie | Option pricing theory | Schätzung | Estimation | Theorie | Theory | USA | United States | 1992-1996 |
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