Belén Nieto
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Person:2920829
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 |
|---|---|---|
| Extracting expected stock risk premia from option prices and the information contained in non-parametric-out-of-sample stochastic discount factors Quantitative Finance | 2021-12-01 | Paper |
| Volatility bounds, size, and real activity prediction Review of Finance | 2018-11-07 | Paper |
| Time-varying market beta: does the estimation methodology matter? SORT. Statistics and Operations Research Transactions | 2014-09-29 | Paper |
| Further international evidence on durable consumption growth and long-run consumption risk Quantitative Finance | 2011-03-28 | Paper |
Research outcomes over time
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