Predicción de volatilidad : una aplicación al mercado español de opciones sobre el IBEX 35
Year of publication: |
1997
|
---|---|
Authors: | Lorenzo Alegría, Rosa María |
Other Persons: | Afonso Rodríguez, Julio Angel (contributor) |
Published in: |
Boletín de estudios económicos. - Bilbao : Univ., ISSN 0006-6249, ZDB-ID 419123-7. - Vol. 52.1997, 160, p. 91-122
|
Subject: | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Theorie | Theory | Spanien | Spain | 1992-1996 |
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