The New Zealand Implied Volatility Index
Year of publication: |
2008
|
---|---|
Authors: | Frijns, Bart ; Tourani Rad, Alireza ; Zhang, Yajie |
Published in: |
New Zealand economic papers. - Abingdon : Routledge, ISSN 0077-9954, ZDB-ID 415603-1. - Vol. 42.2008, 1/2, p. 103-125
|
Subject: | Börsenkurs | Share price | Volatilität | Volatility | Aktienoption | Stock option | Indexberechnung | Index construction | Neuseeland | New Zealand | 2005-2006 |
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