State-preference pricing and volatility indices
Year of publication: |
September 2017
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Authors: | Liu, Zhangxin ; O'Neill, Michael J. |
Published in: |
Accounting and finance : journal of the Accounting Association of Australia and New Zealand. - Richmond, Vic. : Wiley-Blackwell, ISSN 0810-5391, ZDB-ID 852471-3. - Vol. 57.2017, 3, p. 815-836
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Subject: | State-preference pricing | VIX | Volatility forecasting | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | ARCH-Modell | ARCH model | Theorie | Theory |
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