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

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Revision as of 03:29, 20 March 2024

scientific article; zbMATH DE number 6981235
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English
The shape of small sample biases in pricing kernel estimations
scientific article; zbMATH DE number 6981235

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    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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