Implied volatility across geographical markets and asset classes
Julian P. Velev, Brian C. Payne, Jiri Tresl, and Wilfredo Toledo
| Year of publication: |
2018
|
|---|---|
| Authors: | Velev, Julian P. ; Payne, Brian C. ; Trešl, Jiří ; Toledo, Wilfredo |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 25.2018, 4, p. 7-23
|
| Subject: | Volatilität | Volatility | ARCH-Modell | ARCH model | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
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