Author:
Beber Alessandro,Brandt Michael W.
Subject
Economics and Econometrics,Finance
Reference36 articles.
1. Aı¨t-Sahalia, Y., Brandt, M.W., 2006. Consumption and portfolio choice with option-implied state prices. Working Paper, Princeton University.
2. Nonparametric option pricing under shape restrictions;Aı¨t-Sahalia;Journal of Econometrics,2003
3. Nonparamatric estimation of state-price densities implicit in financial asset prices;Aı¨t-Sahalia;Journal of Finance,1998
4. Nonparametric risk management and implied risk aversion;Aı¨t-Sahalia;Journal of Econometrics,2000
5. Andersen, T.G., Bollerslev, T., Diebold, F.X., Vega, C., 2004. Real-time price discovery in stock, bond and foreign exchange markets. Manuscript, Northwestern University, Duke University, University of Pennsylvania and University of Rochester.
Cited by
101 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献