Learning, confidence, and option prices
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Publication:494363
DOI10.1016/j.jeconom.2015.02.007zbMath1337.91152OpenAlexW3124171706MaRDI QIDQ494363
Publication date: 1 September 2015
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2015.02.007
Related Items (3)
Learning and forecasts about option returns through the volatility risk premium ⋮ Level and slope of volatility smiles in long-run risk models ⋮ Pricing of the time-change risks
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