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~person:"Alentorn, Amadeo"
~subject:"ARCH model"
~subject:"Risk premium"
~subject:"Theory"
~type_genre:"Non-commercial literature"
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Alentorn, Amadeo
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Forecasting extreme volatility of FTSE-100 with model free VFTSE, Carr-Wu and Generalized Extreme Value (GEV) option
implied
volatility
indices
Markose, Sheri M.
;
Yue Peng
;
Alentorn, Amadeo
-
2012
Persistent link: https://www.econbiz.de/10009544687
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