The introduction of derivatives on the Dow Jones Industrial Average and their impact on the volatility of component stocks
Year of publication: |
2001
|
---|---|
Authors: | Rahman, Shafiqur |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 21.2001, 7, p. 633-653
|
Subject: | Aktienindex | Stock index | Volatilität | Volatility | Index-Futures | Index futures | Optionsgeschäft | Option trading | Schätzung | Estimation | USA | United States |
-
Stock index volatility expectations implied by call options premia
Rindell, Krister, (1989)
-
The fine structure of equity-index option dynamics
Andersen, Torben, (2015)
-
GARCH option pricing and implied FX volatility indices
Venter, Pierre J., (2021)
- More ...
-
Fund rating model based on finite normal mixture distribution
Gao, Zhangpeng, (2010)
-
The investment performance of ethical equity funds in Malaysia
Bhatti, Muhammad Ishaq, (2020)
-
Mahmud, Md. Shahed, (2021)
- More ...