Option-implied preferences adjustments, density forecasts, and the equity risk premium
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Volume (Year): 11 (2009)
Issue (Month): 2 (June)
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- Alonso, Francisco & Blanco, Roberto & Rubio Irigoyen, Gonzalo, 2005. "Testing the Forecasting Performance of Ibex 35 Option-implied Risk-neutral Densities," DFAEII Working Papers 2005-09, University of the Basque Country - Department of Foundations of Economic Analysis II.
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