Implied volatility around the world : geographical markets and asset classes
Year of publication: |
April 2016
|
---|---|
Authors: | Velev, Julian P. ; Payne, Brian C. ; Trešl, Jiří ; Toledo, Wilfredo |
Publisher: |
Prague : Center for Economic Research and Graduate Education |
Subject: | Volatilität | Volatility | Kapitalmarktrendite | Capital market returns | ARCH-Modell | ARCH model | USA | United States | EU-Staaten | EU countries | Asien | Asia | Welt | World |
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