Title | Journal | Journal Categories | Citations | Publication Date |
---|---|---|---|---|
A New Predictor of U.S. Real Economic Activity: The S&P 500 Option Implied Risk Aversion | Management Science |
| 22 | 2020 |
The pricing kernel puzzle: survey and outlook | Annals of Finance |
| 38 | 2018 |
The Accuracy of Density Forecasts from Foreign Exchange Options | Journal of Financial Econometrics |
| 31 | 2005 |
Closed-form transformations from risk-neutral to real-world distributions | Journal of Banking & Finance |
| 83 | 2007 |
A simple sequentially rejective multiple test procedure | 1979 |