Learning and index option returns
Year of publication: |
2020
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Authors: | Bernales, Alejandro ; Cortazar, Gonzalo ; Salamunic, Luka ; Skiadopoulos, George |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 38.2020, 2, p. 327-339
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Subject: | Equilibrium model | Learning | Partial information | Put option returns | Structural breaks | Kapitaleinkommen | Capital income | Lernprozess | Learning process | Optionspreistheorie | Option pricing theory | Strukturbruch | Structural break | Index-Futures | Index futures | CAPM | Optionsgeschäft | Option trading | Lernen | Volatilität | Volatility | Unvollkommene Information | Incomplete information |
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