Option augmented density forecasts of market returns with monotone pricing kernel (Q4554445)
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scientific article; zbMATH DE number 6979481
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option augmented density forecasts of market returns with monotone pricing kernel |
scientific article; zbMATH DE number 6979481 |
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Option augmented density forecasts of market returns with monotone pricing kernel (English)
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14 November 2018
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pricing kernel puzzle
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monotone density ratio
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density forecasts
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