Application of ARCH and GARCH Models to Test the Implied Volatility of a 3 – Month Nordea Bank Call Option Contract
Year of publication: |
2019
|
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Authors: | Guirguis, Michel |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | ARCH-Modell | ARCH model | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 13, 2019 erstellt Volltext nicht verfügbar |
Source: | ECONIS - Online Catalogue of the ZBW |
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