Index volatility and the put-call ratio : a tale of three markets
Year of publication: |
2020
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Authors: | Gang, Jianhua ; Huang, Nan ; Song, Ke ; Zhang, Ruyi |
Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 20.2020, 12, p. 1983-1996
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Subject: | Futures | MGARCH | Option | PCR | SSE50-ETF | Volatilität | Volatility | Index-Futures | Index futures | Optionspreistheorie | Option pricing theory |
Type of publication: | Article |
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Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1080/14697688.2020.1814009 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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