Volatility Estimation for Stock Index Options : A GARCH Approach
Year of publication: |
[1998]
|
---|---|
Authors: | Freund, Steven |
Other Persons: | Chu, Shin-Herng (contributor) |
Publisher: |
[1998]: [S.l.] : SSRN |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
---|---|
Type of publication: | Book / Working Paper |
Notes: | In: QUARTERLY REVIEW OF ECONOMICS AND FINANCE, Vol. 36 No. 4, Winter 1996 Volltext nicht verfügbar |
Classification: | G13 - Contingent Pricing; Futures Pricing ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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