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~source:"usbk"
~subject:"Volatilität"
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Volatilität
Finanzmathematik
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Härdle, Wolfgang
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Mungo, Julius
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Cao, Ji
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Discussion paper / Humboldt-Universität zu Berlin, SFB 649 Economic Risk
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USB Cologne (EcoSocSci)
ECONIS (ZBW)
93
EconStor
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USB Cologne (business full texts)
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Long memory persistence in the factor of implied volatility dynamics
Härdle, Wolfgang
;
Mungo, Julius
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2007
Persistent link: https://www.econbiz.de/10004890687
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A joint analysis of the KOSPI 200 option and ODAX option markets dynamics
Cao, Ji
;
Härdle, Wolfgang
;
Mungo, Julius
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2009
Persistent link: https://www.econbiz.de/10004943877
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