Can derivative information predict stock price jumps?
Noe-Keol Kwark; Hyoung-Goo Kang; Sang-Gyung Jun
| Year of publication: |
2015
|
|---|---|
| Authors: | Kwark, Noe-Keol ; Kang, Hyoung Goo ; Jun, Sang-Gyung |
| Published in: |
The journal of applied business research. - Littleton, Colo. : CIBER Research Inst., ISSN 0892-7626, ZDB-ID 1107555-7. - Vol. 31.2015, 3, p. 845-860
|
| Subject: | Stock Market Jump | Probit Model | Implied Volatility | Volatility Skew | Moneyness | Basis Spread | Volatilität | Volatility | Börsenkurs | Share price | Derivat | Derivative | Prognoseverfahren | Forecasting model | Optionspreistheorie | Option pricing theory | Probit-Modell | Probit model | Aktienmarkt | Stock market |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011304812