Overnight information and stochastic volatility : a study of European and US stock exchanges
Ilias Tsiakas
| Year of publication: |
2008
|
|---|---|
| Authors: | Tsiakas, Ilias |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 32.2008, 2, p. 251-268
|
| Subject: | Optionsgeschäft | Option trading | Informationsökonomik | Economics of information | Börse | Bourse | Volatilität | Volatility | Öffnungszeit | Opening hours | USA | United States | EU-Staaten | EU countries |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003647204