Pages that link to "Item:Q2658790"
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The following pages link to Tail risk and return predictability for the Japanese equity market (Q2658790):
Displayed 4 items.
- Sieve estimation of option-implied state price density (Q2043257) (← links)
- Nonparametric jump variation measures from options (Q2171999) (← links)
- Editorial for the special issue on financial econometrics in the age of the digital economy (Q2658785) (← links)
- PELVE: probability equivalent level of VaR and ES (Q2697992) (← links)