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subject:"Share price"
~person:"Herwartz, Helmut"
~person:"Linders, Daniël"
~type:"article"
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Herwartz, Helmut
Linders, Daniël
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International journal of financial engineering
1
Journal of empirical finance
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ECONIS (ZBW)
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Option prices and model-free measurement of implied herd behavior in stock markets
Linders, Daniël
;
Dhaene, Jan
;
Schoutens, Wim
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011333475
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2
Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Journal of empirical finance
8
(
2001
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10001568288
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