Abnormal returns, risk, and options in large data sets
Year of publication: |
1998
|
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Authors: | Caserta, Silvia ; Daníelsson, Jón ; Vries, Casper G. de |
Publisher: |
Rotterdam [u.a.] : Tinbergen Inst. |
Subject: | Extreme value theory | tail estimation | high frequency data | exotic options | Kapitaleinkommen | Capital income | Optionspreistheorie | Option pricing theory | Ausreißer | Outliers | Risiko | Risk | Risikomaß | Risk measure | Optionsgeschäft | Option trading | Statistische Verteilung | Statistical distribution | Schätzung | Estimation | Volatilität | Volatility |
Extent: | Online-Ressource (13 S.) |
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Series: | Discussion paper / Tinbergen Institute. - Rotterdam [u.a.] : [Verlag nicht ermittelbar], ISSN 0929-0834, ZDB-ID 2435783-2. - Vol. 1998,107 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | hdl:10419/85480 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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