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Estimating time-varying risk aversion from option prices and realized returns
Kosolapova, Maria; Hanke, Michael; Weissensteiner, Alex - In: Quantitative finance 23 (2023) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10013490948
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The CHF/EUR exchange rate during the Swiss National Bank's minimum exchange rate policy : a latent likelihood approach
Hanke, M.; Poulsen, R.; Weissensteiner, A. - In: Quantitative finance 19 (2019) 1, pp. 1-11
Persistent link: https://www.econbiz.de/10012194613