BELEN ADORACION
NIETO DOMENECH
CATEDRATICO/A DE UNIVERSIDAD
Universidad Pública de Navarra
Pamplona, EspañaUniversidad Pública de Navarra-ko ikertzaileekin lankidetzan egindako argitalpenak (2)
2021
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Extracting expected stock risk premia from option prices and the information contained in non-parametric-out-of-sample stochastic discount factors
Quantitative Finance, Vol. 21, Núm. 5, pp. 713-727
2019
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A forecasting analysis of risk-neutral equity and Treasury volatilities
Journal of Forecasting, Vol. 38, Núm. 7, pp. 681-698