A generalized partially linear model of asymmetric volatility
Guojun Wu; Zhijie Xiao
| Year of publication: |
2002
|
|---|---|
| Authors: | Wu, Guojun ; Xiao, Zhijie |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 9.2002, 3, p. 287-319
|
| Subject: | ARCH-Modell | ARCH model | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Kapitaleinkommen | Capital income | Schock | Shock | USA | United States |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of empirical finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001705438