Analysing movements in investor’s risk aversion using the Heston volatility model
Year of publication: |
2013
|
---|---|
Authors: | ALUPOAIEI, Alexie ; HREBENCIUC, Andrei ; SĂNDICĂ, Ana-Maria |
Published in: |
Theoretical and Applied Economics. - Asociaţia Generalā a Economiştilor din România - AGER. - Vol. XVIII(2013).2013, 3(580), p. 121-134
|
Publisher: |
Asociaţia Generalā a Economiştilor din România - AGER |
Subject: | implied volatility | smile volatility | dynamic correlation | error correction model |
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