Do stock prices and volatility jump? : Reconciling evidence from spot and option prices
Bjørn Eraker
| Year of publication: |
2004
|
|---|---|
| Authors: | Eraker, Bjørn |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 59.2004, 3, p. 1367-1403
|
| Subject: | Börsenkurs | Share price | Optionsgeschäft | Option trading | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Risikoprämie | Risk premium | USA | United States | Induktive Statistik | Statistical inference | 1987-1996 |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002100152