Inferring the forward looking equity risk premium from derivative prices

Bhar, R Chiarella, C Runggaldier, WJ

Permalink

Open Access

Copyright Clearance Process

This item is open access.

View statistics

Full metadata record

Field	Value	Language
dc.contributor.author	Bhar, R	en_US
dc.contributor.author	Chiarella, C	en_US
dc.contributor.author	Runggaldier, WJ	en_US
dc.date.issued	2004-03	en_US
dc.identifier.citation	STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS, 2004, 8 (1)	en_US
dc.identifier.issn	1081-1826	en_US
dc.identifier.uri	http://hdl.handle.net/10453/5647
dc.relation	http://purl.org/au-research/grants/arc/A10010022
dc.relation.ispartof	STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS	en_US
dc.subject.classification	Econometrics	en_US
dc.title	Inferring the forward looking equity risk premium from derivative prices	en_US
dc.type	Journal Article
utslib.citation.volume	1	en_US
utslib.citation.volume	8	en_US
utslib.for	1403 Econometrics	en_US
utslib.for	0102 Applied Mathematics	en_US
pubs.embargo.period	Not known	en_US
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Business
utslib.copyright.status	open_access
pubs.issue	1	en_US
pubs.publication-status	Published	en_US
pubs.volume	8	en_US

Please use this identifier to cite or link to this item: