Long-term equity anticipation securities and stock market volatility dynamics
Tim Bollerslev, Hans Ole Mikkelsen
| Year of publication: |
1999
|
|---|---|
| Authors: | Bollerslev, Tim ; Mikkelsen, Hans Ole Æ. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 92.1999, 1, p. 75-99
|
| Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | USA | United States |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of econometrics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001400092