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Luka Salamunic

Pontificia Universidad Católica de Chile

Av Libertador General Bernardo O'Higgins 340

Santiago, Región Metropolitana 8331150

Chile

  • Pontificia Universidad Católica de Chile

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Learning and Index Option Returns

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Learning and Index Option Returns

Number of pages: 53 Posted: 09 Aug 2018
Alejandro Bernales, Gonzalo Cortazar, Luka Salamunic, George S. Skiadopoulos and George S. Skiadopoulos
Universidad de Chile, Pontificia Universidad Catolica de Chile, Pontificia Universidad Católica de Chile and University of Piraeus - Department of Banking and Financial ManagementQueen Mary, University of London, School of Economics and Finance
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Put Option Returns, Equilibrium Model, Partial Information, Learning, Structural Breaks

Learning and Index Option Returns

Journal of Business and Economic Statistics, Forthcoming
Posted: 12 Nov 2018
Alejandro Bernales, Gonzalo Cortazar, Luka Salamunic, George S. Skiadopoulos and George S. Skiadopoulos
Universidad de Chile, Pontificia Universidad Catolica de Chile, Pontificia Universidad Católica de Chile and University of Piraeus - Department of Banking and Financial ManagementQueen Mary, University of London, School of Economics and Finance

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Put Option Returns, Equilibrium Model, Partial Information, Learning, Structural Breaks