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Empirical pricing kernels
Rosenberg, Joshua V.; Engle, Robert F. - In: Journal of financial economics 64 (2002) 3, pp. 341-372
Persistent link: https://www.econbiz.de/10001687813
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What are the events that shake our world? : measuring and hedging global COVOL
Engle, Robert F.; Campos-Martins, Susana - In: Journal of financial economics 147 (2023) 1, pp. 221-242
Persistent link: https://www.econbiz.de/10013546063
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The adaptive mesh model: a new approach to efficient option pricinge
Figlewski, Stephen; Gao, Bin - In: Journal of financial economics 53 (1999) 3, pp. 313-352
Persistent link: https://www.econbiz.de/10006519013
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The adaptive mesh model : a new approach to efficient option pricing
Figlewski, Stephen; Gao, Bin - In: Journal of financial economics 53 (1999) 3, pp. 313-351
Persistent link: https://www.econbiz.de/10001394622
Cover Image
Empirical pricing kernels
Rosenberg, Joshua V.; Engle, Robert F. - In: Journal of financial economics 64 (2002) 3, pp. 341-372
Persistent link: https://www.econbiz.de/10006509009