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simple model free volatility in a high frequency world, arbitrage-free implied volatility surfaces for options on single …
Persistent link: https://www.econbiz.de/10010326212
Persistent link: https://www.econbiz.de/10009724823
simple model free volatility in a high frequency world, arbitrage-free implied volatility surfaces for options on single …
Persistent link: https://www.econbiz.de/10010860064
and volatility series, the economics of data using simple model free volatility in a high frequency world, arbitrage …
Persistent link: https://www.econbiz.de/10010907402
simple model free volatility in a high frequency world, arbitrage-free implied volatility surfaces for options on single …
Persistent link: https://www.econbiz.de/10010732636
simple model free volatility in a high frequency world, arbitrage-free implied volatility surfaces for options on single …
Persistent link: https://www.econbiz.de/10010778692
simple model free volatility in a high frequency world, arbitrage-free implied volatility surfaces for options on single …
Persistent link: https://www.econbiz.de/10011256871
This paper examines whether there is evidence of spillovers of volatility from the Chinese stock market to its neighbours and trading partners, including Australia, Hong Kong, Singapore, Japan and USA. China's increasing integration into the global market may have important consequences for...
Persistent link: https://www.econbiz.de/10013113161
for Taiwan, comprising a high proportion of world tourist arrivals to Taiwan, are Japan and USA, which are sources of … international tourist arrivals, daily data from 1 January 1990 to 31 December 2008 are used to model the world price and US$ - New … Taiwan $ and Yen - New Taiwan $ exchange rates, and tourist arrivals from the world, USA and Japan to Taiwan, as well as …
Persistent link: https://www.econbiz.de/10013147805
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