Index option returns and generalized entropy bounds
Yan Liu
| Year of publication: |
2021
|
|---|---|
| Authors: | Liu, Yan |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 139.2021, 3, p. 1015-1036
|
| Subject: | Entropy | High-order moments | Index options | Model diagnosis | Model-free | Nonparametric bounds | Pricing kernel | Entropie | Optionspreistheorie | Option pricing theory | Index-Futures | Index futures | Nichtparametrisches Verfahren | Nonparametric statistics | Kapitaleinkommen | Capital income | Schätztheorie | Estimation theory | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2020.08.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012693881