The impact of jump dynamics on the predictive power of option-implied densities
Year of publication: |
2009
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Authors: | Wang, Yaw-huei |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 16.2008/09, 3, p. 9-22
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Subject: | Finanzanalyse | Financial analysis | Index-Futures | Index futures | Statistische Verteilung | Statistical distribution | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Aktienindex | Stock index | USA | United States |
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