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Volatility Risk and the Pricing Kernel in the Heston and Nandi Model
Option market trading activity and the estimation of the pricing kernel: A Bayesian approach - ScienceDirect
Full article: The pricing kernel puzzle: A behavioral explanation
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The pricing kernel puzzle: survey and outlook | SpringerLink
The pricing kernel puzzle: survey and outlook | SpringerLink
The Pricing Kernel Puzzle in Forward Looking Data
The Pricing Kernel Puzzle in Forward Looking Data
The pricing kernel puzzle: survey and outlook | SpringerLink
The Pricing Kernel Puzzle: Reconciling Index Option Data and Economic Theory
Kernel Quest on Steam
The Pricing Kernel Puzzle : Reconciling Index Option Data and Economic Theory
Risk Neutral Densities: A Review Stephen Figlewski* - ppt download
Empirical pricing kernels at different points in time. The figure shows... | Download Scientific Diagram
Behavioral Finance and the Pricing Kernel Puzzle: Estimating Risk Aversion, Optimism, and Overconfidence
Estimating Time-Varying Risk Aversion from Option Prices and Realized Returns
The pricing kernel puzzle: survey and outlook | SpringerLink
The pricing kernel puzzle: survey and outlook | SpringerLink
Lecture 10 Consumption-CAPM
PDF) The pricing kernel puzzle: A behavioral explanation
Working Paper Series Behavioral Finance and the Pricing Kernel Puzzle: Estimating Risk Aversion, Optimism, and Overconfidence
The pricing kernel puzzle: survey and outlook | SpringerLink
The Pricing Kernel is U-shaped
Forward-premium puzzle: is it time to abandon the usual regression?
1 The Pricing Kernel Puzzle: Reconciling Index Option Data and Economic Theory by David P. Brown and Jens Carsten Jackwerth* Fir
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