Econometric analysis of financial derivatives : an overview
Year of publication: |
2014
|
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Authors: | Chang, Chia-Lin ; McAleer, Michael |
Publisher: |
Rotterdam [u.a.] : Tinbergen Inst. |
Subject: | stochastic volatility | switching volatility | volatility risk | option pricing dynamics | futures prices | fractional integration | stochastic dominance | variance risk premium | fat tails | leverage and asymmetry | divided governments | Derivat | Derivative | Kapitalmarktrendite | Capital market returns | Börsenkurs | Share price | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Risikoprämie | Risk premium | Statistische Verteilung | Statistical distribution | Terminbörse | Futures exchange | Optionsgeschäft | Option trading |
Extent: | Online-Ressource (20 S.) |
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Series: | Discussion paper / Tinbergen Institute. - Rotterdam [u.a.] : [Verlag nicht ermittelbar], ISSN 0929-0834, ZDB-ID 2435783-2. - Vol. 2014-153 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | hdl:10419/107865 [Handle] |
Classification: | c55 ; c58 ; G23 - Pension Funds; Other Private Financial Institutions ; G32 - Financing Policy; Capital and Ownership Structure |
Source: | ECONIS - Online Catalogue of the ZBW |
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