Stock market momentum, business conditions, and GARCH option pricing models
Min-Hsien Chiang; Hsin-Yi Huang
| Year of publication: |
2011
|
|---|---|
| Authors: | Chiang, Min-Hsien ; Huang, Hsin-yi |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 18.2011, 3, p. 488-505
|
| Subject: | GARCH | Options | Market momentum | Business condition | Financial crisis | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Optionspreistheorie | Option pricing theory | Kapitaleinkommen | Capital income | Finanzkrise |
| 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/10009302078