Good volatility, bad volatility, and option pricing
Year of publication: |
2019
|
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Authors: | Feunou, Bruno ; Okou, Cédric |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 54.2019, 2, p. 695-727
|
Subject: | Asset pricing | Econometric and statistical methods | Volatilität | Volatility | Statistische Methode | Statistical method | Optionspreistheorie | Option pricing theory | Kapitaleinkommen | Capital income | CAPM | Prognoseverfahren | Forecasting model |
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