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Pricing Australian S&P200 Options: A Bayesian Approach Based on Generalized Distributional Forms
Flynn, David B.; Grose, Simone D.; Martin, Gael M.; … - Department of Econometrics and Business Statistics, … - 2003
volatility smiles. The empirical results provide strong evidence that time-varying volatility, leptokurtosis and skewness are …
Persistent link: https://www.econbiz.de/10005149038