Work

Empirical assessment of an intertemporal option pricing model with latent variables

Year: 2003

Type: article

Source: Journal of Econometrics

DOI: 10.1016/s0304-4076(03)00103-9

Authors: René Garcia, Richard Luger, Eric Renault

Institutions: Center for Interuniversity Research and Analysis on Organizations, Université de Montréal, Bank of Canada

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2105868906

FWCI: 10.45

Cites: 54

Cited by: 125

Related to: 10