Grant: Insight Development Grant
Bishop's University
$18,595.00
A tale of missing tails: In search of a direct measure for investors' expectations of extreme events.
FY 2021-22
Program
Insight Development Grant
Recipient
Location
Quebec, Canada
Recipient Type
Academia
Type
Grant
Source
SSHRC's Expenditures File
As published
Cle
65378
File number
430-2021-00565
Name nom
Toupin, Dominique
Role rôle
Individual
Amount montant
18595
Fiscal year exercice financier
2021
Institution
Bishop's University
Établissement
Université Bishop
Province id
QC
Province en
Quebec
Province fr
Québec
Competition year année du concours
2021
Title titre
A tale of missing tails: In search of a direct measure for investors' expectations of extreme events.
Keywords mots clés
Options; Volatility; Risk-neutral distribution; Option-implied; Physical distribution; Distributional tails; Pricing kernel; Stock index; Volatility index
Program
Insight Development Grant
Programme
Subventions de développement Savoir
Discipline en
Management, Business, Administrative Studies
Discipline fr
Sciences administratives, gestion des affaires et commerce
Main discipline
Management, Business, Administrative Studies
Discipline principale
Sciences administratives, gestion des affaires et commerce
Area of research
Financial and Monetary Systems
Domaine de recherche
Systèmes financiers et monétaires
