Search results 6
Digital規格・テクニカルリポート類
Other Libraries in Japan
- Summary, etc.... returns and a pricing kernel. Under mild as......he tail of the pricing kernel slope characte...... levels of the pricing kernel for each case in which the ex...
- Subject Headingexpected option return pricing kernel static replication method
Digital規格・テクニカルリポート類
Other Libraries in Japan
- Subject Heading...ility function pricing kernel static replication
Digital規格・テクニカルリポート類
Other Libraries in Japan
- Summary, etc....ion called the pricing kernel equation, whic......e level of the pricing kernel. As an applica......ting empirical pricing kernels. Another appl...... show that the pricing kernel equation can be a versatile t...
- Subject Heading...al probability pricing kernel equation reciprocal kernel op...
Digital規格・テクニカルリポート類
Other Libraries in Japan
- Summary, etc....n the U-shaped pricing kernel against the stock index retur...
- Subject Headingstock index U-shaped pricing kernel stochastic activity rate aggr...
Digital規格・テクニカルリポート類
Available onlineOther Libraries in Japan
- Summary, etc....ime. We take a pricing kernel approach, whic......quire that the pricing kernel be consistent with a pair of ...
- Subject HeadingInterest rates models pricing kernels financial time series Flesak...
Digital規格・テクニカルリポート類
Available onlineOther Libraries in Japan
- Summary, etc....tion-sensitive pricing kernels to give rise ......yed to develop pricing kernels that respond to the amount o...
- Subject Heading...tion-sensitive pricing kernels