Variance bounds test of volatility expectations in eurodollar futures options markets
Kwanho Kim, Wantanee Poonvoralak
| Year of publication: |
2019
|
|---|---|
| Authors: | Kim, Kwanho ; Poonvoralak, Wantanee |
| Published in: |
Global business and finance review. - Seoul : People & Global Business Association, ISSN 2384-1648, ZDB-ID 2839730-7. - Vol. 24.2019, 2, p. 20-32
|
| Subject: | Eurodollar futures options | implied volatility | variance bound test | bootstrap method | market efficiency | Volatilität | Volatility | Effizienzmarkthypothese | Efficient market hypothesis | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Währungsderivat | Currency derivative | Euromarkt | Euromarkets | Derivat | Derivative | Schätzung | Estimation |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.17549/gbfr.2019.24.2.20 [DOI] hdl:10419/224420 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012121276