Filtering Equity Risk Premia From Derivative Prices
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Cited by:
- Eckhard Platen & Wolfgang Runggaldier, 2004.
"A Benchmark Approach to Filtering in Finance,"
Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 11(1), pages 79-105, March.
- Eckhard Platen & Wolfgang Runggaldier, 2002. "A Benchmark Approach to Filtering in Finance," Research Paper Series 77, Quantitative Finance Research Centre, University of Technology, Sydney.
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