Does introduction of stock options impact stock volatility? : empirical evidence from underlying stocks in Indian market
Himanshu Joshi
| Year of publication: |
June 2018
|
|---|---|
| Authors: | Joshi, Himanshu |
| Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 8.2018, 10, p. 1803-1815
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| Subject: | Single Stock Options | Volatility | GARCH (1, 1) | Aktienoption | Stock option | Volatilität | Börsenkurs | Share price | ARCH-Modell | ARCH model | Indien | India | Aktienmarkt | Stock market | Optionspreistheorie | Option pricing theory | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4236/tel.2018.810118 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011889154