CDS inferred stock volatility
Biao Guo
| Year of publication: |
August 2016
|
|---|---|
| Authors: | Guo, Biao |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 36.2016, 8, p. 745-757
|
| Subject: | Kreditderivat | Credit derivative | Optionsgeschäft | Option trading | Börsenkurs | Share price | Volatilität | Volatility | Kapitalmarktrendite | Capital market returns | Prognoseverfahren | Forecasting model | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.21768 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011568556