Type of publication: | Book / Working Paper |
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Language: | English |
Notes: | McCauley, Joseph L. and Gunaratne, Gemunu H. (2003): An empirical model of volatility of returns and option pricing. Published in: Physica A , Vol. 329, (2003): pp. 178-198. |
Classification: | C2 - Econometric Methods: Single Equation Models ; G0 - Financial Economics. General ; C1 - Econometric and Statistical Methods: General |
Source: | BASE |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015220971