Forecasting stock returns using option-implied state prices
Konstantinos Metaxoglou and Aaron Smith
| Year of publication: |
2017
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|---|---|
| Authors: | Metaxoglou, Konstantinos ; Smith, Aaron D. |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 15.2017, 3, p. 427-473
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| Subject: | forecasting | options | pricing kernel | returns | state prices | Prognoseverfahren | Forecasting model | Optionspreistheorie | Option pricing theory | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbx009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011987539