An empirical model of volatility of returns and option pricing
Year of publication: |
2003
|
---|---|
Authors: | McCauley, Joseph L. ; Gunaratne, Gemunu H. |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 329.2003, 1, p. 178-198
|
Publisher: |
Elsevier |
Subject: | Economics | Business | Financial markets | Structures | Organization | Complex systems |
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