Deviations from put-call parity and volatility prediction : evidence from the Taiwan index option market
Chin-Ho Chen, Huimin Chung and Shu-Fang Yuan
| Year of publication: |
2014
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|---|---|
| Authors: | Chen, Chin-Ho ; Chung, Huimin ; Yuan, Shu-Fang |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 34.2014, 12, p. 1122-1145
|
| Subject: | Indexderivat | Index derivative | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Optionsgeschäft | Option trading | Taiwan | 2005-2009 |
| 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/10010508675