Dataset - ZBW Journal Data Archive

Guay Lim
;
Gael M. Martin
;
Vance L. Martin

Parametric pricing of higher order moments in S&P500 options (replication...

A general parametric framework based on the generalized Student t-distribution is developed for pricing S&P500 options. Higher order moments in stock returns as well as...

DOI:10.15456/jae.2022319.0708827553
- TXT
- prg
Michael C. Burda
;
Wolfgang Karl Härdle
;
Marlene Müller
;
Axel Werwatz

Semiparametric analysis of German East-West migration intentions: facts and t...

East-West migration in Germany peaked at the beginning of the 1990s although the average wage gap between Eastern and Western Germany continues to average about 25%. We analyse...

DOI:10.15456/jae.2022314.0706500682
- TXT

in cooperation with