Skewness term structure tests
Yuehao Lin; Thorsten Lehnert
| Year of publication: |
2014
|
|---|---|
| Authors: | Lin, Yuehao ; Lehnert, Thorsten |
| Publisher: |
Luxembourg : LSF |
| Subject: | Asset Pricing | Skewness Term Structure | Option Markets | Central | Moments | Risk Compensation | Risk Aversion | Zinsstruktur | Yield curve | Theorie | Theory | Risikoprämie | Risk premium | Risiko | Risk | CAPM | Risikoaversion | Risk aversion |
| Extent: | Online-Ressource (34 S.) |
|---|---|
| Series: | LSF research working paper series. - Luxembourg : [Verlag nicht ermittelbar], ZDB-ID 2781733-7. - Vol. 14-08 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010502924