Type of publication: Book / Working Paper
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