Effectiveness of volatility models in option pricing : evidence from recent financial upheavals
Vipul Kumar Singh
| Year of publication: |
2013
|
|---|---|
| Authors: | Singh, Vipul Kumar |
| Published in: |
Journal of advances in management research : JAMR. - Bingley : Emerald, ISSN 0972-7981, ZDB-ID 2529536-6. - Vol. 10.2013, 3, p. 352-375
|
| Subject: | Financial forecasting | Data analysis | Derivatives | Econometrics | Option pricing | Time series | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Finanzmarkt | Financial market | Ökonometrie |
| 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/10010206639