International stock market cointegration under the risk-neutral measure
Year of publication: |
October 2016
|
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Authors: | Gagnon, Marie-Hélène ; Power, Gabriel J. ; Toupin, Dominique |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 47.2016, p. 243-255
|
Subject: | Financial market cointegration | Financial integration | Option-implied distribution | Kointegration | Cointegration | Marktintegration | Market integration | Internationaler Finanzmarkt | International financial market | Finanzmarkt | Financial market | Schätzung | Estimation | Aktienmarkt | Stock market | Welt | World | Statistische Verteilung | Statistical distribution |
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