Market imperfections and the information content of implied and realized volatility
Year of publication: |
2009
|
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Authors: | Wong, Woon K. ; Tu, Anthony H. |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 17.2009, 1, p. 58-79
|
Subject: | Volatilität | Volatility | Börsenkurs | Share price | Optionsgeschäft | Option trading | Unvollkommener Markt | Incomplete market | ARCH-Modell | ARCH model | Taiwan |
Extent: | graph. Darst. |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Classification: | G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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