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Shape Invariant Modelling Pricing Kernels and Risk Aversion

https://doi.org/10.2139/ssrn.2894289
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References needing attention

does not resolve to a known work10.2307/2327419
The 23 checked references that resolve
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Nonparametric option pricing under shape restrictions
resolves10.3386/w6130
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resolves10.1016/s0304-4076(03)00104-0
Estimation of risk-neutral densities using positive convolution approximation
resolves10.1086/296025
Prices of State-Contingent Claims Implicit in Option Prices
resolves10.1016/S0304-405X(02)00128-9
Empirical pricing kernels
resolves10.1080/01621459.1995.10476624
Searching for Structure in Curve Samples
resolves10.1111/j.1467-9868.2004.b5582.x
Self-Modelling Warping Functions
resolves10.1007/978-3-7908-2062-1_28
Dynamic Semiparametric Factor Models in Pricing Kernels Estimation
resolves10.1007/978-3-7908-2050-8_3
Time Dependent Relative Risk Aversion
resolves10.2139/ssrn.2894275
A Microeconomic Explanation of the EPK Paradox
resolves10.1214/aos/1176347493
Semiparametric Comparison of Regression Curves
resolves10.1007/978-3-662-05021-7_8
Estimating State-Price Densities with Nonparametric Regression
resolves10.3905/jod.1999.319143
Option-Implied Risk-Neutral Distributions and Implied Binomial Trees
resolves10.1093/rfs/13.2.433
Recovering Risk Aversion from Option Prices and Realized Returns
resolves10.1198/016214501753381913
Semiparametric Nonlinear Mixed-Effects Models and Their Applications
resolves10.1214/aos/1176324535
Model Estimation in Nonlinear Regression Under Shape Invariance
resolves10.1214/aos/1176350692
Convergence and Consistency Results for Self-Modeling Nonlinear Regression
resolves10.1214/aos/1176348769
Statistical Tools to Analyze Data Representing a Sample of Curves
resolves10.1080/00401706.1972.10488942
Self Modeling Nonlinear Regression
resolves10.1111/1467-9868.00129
Curve Registration
resolves10.1007/b98886
Applied Functional Data Analysis: Methods and Case Studies
resolves10.1007/978-1-4757-7107-7
Functional Data Analysis
resolves10.1515/9783038216551.168
Wohnhaus Im Hansaviertel, Berlin / lmmeuble locatif du quartier de Ia Hansa, Berlin / Apartmentblock in the Hansaviertel, Berlin
The 4 references without a DOI — listed, not checked
no DOI — not checkedNonparametric functional data analysis
no DOI — not checkedref25
no DOI — not checkedTransparency through Financial Claims with Fingerprints -A Free Market Mechanism for Preventing Mortgage Securitization Induced Financial Crises
no DOI — not checkedThis research was supported by the Deutsche Forschungsgemeinschaft through the SFB 649
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