Learning and index option returns
Alejandro Bernales, Gonzalo Cortazar asd Luka Salamunic, George Skiadopoulos
| 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 | Optionsgeschäft | Option trading | Lernprozess | Learning process | Strukturbruch | Structural break | Optionspreistheorie | Option pricing theory | Index-Futures | Index futures | Unvollkommene Information | Incomplete information | Volatilität | Volatility | Lernen |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2018.1505629 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012262478