An empirical model of volatility of returns and option pricing
| Year of publication: |
2002-07-01
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|---|---|
| Authors: | McCauley, J.L. ; Gunaratne, G.h. |
| Institutions: | Society for Computational Economics - SCE |
| Subject: | volatility |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Computing in Economics and Finance 2002 Number 186 |
| Classification: | G0 - Financial Economics. General ; D5 - General Equilibrium and Disequilibrium |
| Source: |
Persistent link: https://www.econbiz.de/10005706586