Effects of index option introduction on shock index volatility : a procedure for empirical testing based on SSC-GARCH models
Year of publication: |
2000
|
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Authors: | Becchetti, Leonardo ; Caggese, Andrea |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 10.2000, 3, p. 323-341
|
Subject: | Index-Futures | Index futures | Aktienindex | Stock index | Volatilität | Volatility | Schätzung | Estimation | Theorie | Theory | Welt | World |
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