The information content of treasury bond options concerning future volatility and price jumps
Year of publication: |
2006
|
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Other Persons: | Busch, Thomas (contributor) ; Christensen, Bent Jesper (contributor) ; Nielsen, Morten Ørregaard (contributor) |
Publisher: |
Kingston, Ont. : Queen's Economics Dep., Queen's Univ. |
Subject: | Rentenmarkt | Bond market | Derivat | Derivative | Volatilität | Volatility | Schock | Shock | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis |
Extent: | Online-Ressource (37 S.) graph. Darst. |
---|---|
Series: | Queen's Economics Department working paper. - Kingston, Ontario : [Verlag nicht ermittelbar], ZDB-ID 2272591-X. - Vol. 1188 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | hdl:10419/67881 [Handle] |
Classification: | C22 - Time-Series Models ; C32 - Time-Series Models ; G1 - General Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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