Impacts of derivative markets on spot market volatility and their persistence
Year of publication: |
2015
|
---|---|
Authors: | Fong, Lik ; Han, Chulwoo |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 47.2015, 22/24, p. 2250-2258
|
Subject: | futures | options | volatility | GARCH | Volatilität | Volatility | Derivat | Derivative | ARCH-Modell | ARCH model | Spotmarkt | Spot market | Optionspreistheorie | Option pricing theory |
-
Spot market and derivative segment of equity in India
Sharma, Dheeraj P., (2022)
-
Kumar, Atul, (2018)
-
Empirical option pricing models
Bates, David S., (2022)
- More ...
-
Interest Rate Models on Lie Groups
Park, Frank C., (2014)
-
How much should portfolios shrink?
Han, Chulwoo, (2019)
-
Market overreaction and investment strategies
Han, Chulwoo, (2015)
- More ...