Option augmented density forecasts of market returns with monotone pricing kernel (Q4554445)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Option augmented density forecasts of market returns with monotone pricing kernel |
scientific article; zbMATH DE number 6979481
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Option augmented density forecasts of market returns with monotone pricing kernel |
scientific article; zbMATH DE number 6979481 |
Statements
Option augmented density forecasts of market returns with monotone pricing kernel (English)
0 references
14 November 2018
0 references
pricing kernel puzzle
0 references
monotone density ratio
0 references
density forecasts
0 references
0 references
0 references
0.739991307258606
0 references
0.737575888633728
0 references
0.7281712293624878
0 references
0.7281712293624878
0 references
0.7246028184890747
0 references
