RND estimation stability with respect to methodology : A study on the EURO STOXX 50 index around the September 2008 stock market crash
The aim of this study is to investigate whether implied RND functions are stable with respect to the choice of estimation methodology and whether the stability is affected by the stock market crash of September 15 2008. In order to do so, I estimate RND functions for the EURO STOXX 50 equity index...
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| Format: | Others |
| Language: | English |
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KTH, Matematisk statistik
2013
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-129173 |