List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| The Pricing of Tail Risk and the Equity Premium: Evidence From International Option Markets Journal of Business and Economic Statistics | 2024-10-28 | Paper |
| Spatial dependence in option observation errors Econometric Theory | 2021-06-11 | Paper |
| Option market trading activity and the estimation of the pricing kernel: a Bayesian approach Journal of Econometrics | 2020-04-22 | Paper |
| Inference for option panels in pure-jump settings Econometric Theory | 2019-11-18 | Paper |
| Unified inference for nonlinear factor models from panels with fixed and large time span Journal of Econometrics | 2019-09-02 | Paper |
| Parametric Inference and Dynamic State Recovery From Option Panels Econometrica | 2019-01-30 | Paper |
| Valuing modularity as a real option Management Science | 2012-03-01 | Paper |
Research outcomes over time
This page was built for person: Nicola Fusari
