The shape of small sample biases in pricing kernel estimations (Q4555119): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1080/14697688.2016.1258486 / rank
 
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Latest revision as of 09:56, 17 July 2024

scientific article; zbMATH DE number 6981235
Language Label Description Also known as
English
The shape of small sample biases in pricing kernel estimations
scientific article; zbMATH DE number 6981235

    Statements

    The shape of small sample biases in pricing kernel estimations (English)
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    19 November 2018
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    small sample bias
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    pricing kernel puzzle
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    implied volatility
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    kernel density estimation
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    Identifiers