Option augmented density forecasts of market returns with monotone pricing kernel (Q4554445)
From MaRDI portal
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 |
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
