Predictable dynamics in higher-order risk-neutral moments : evidence from the S&P 500 options
Year of publication: |
2013
|
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Authors: | Neumann, Michael ; Skiadopoulos, George |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 48.2013, 3, p. 947-977
|
Subject: | Aktienoption | Stock option | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Transaktionskosten | Transaction costs | USA | United States | 1996-2010 |
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