Ensuring more is better : on the simultaneous application of stock and options data to estimate the GARCH options pricing model
Charles Chang, Hung-Wen Cheng, and Cheng-Der Fuh
| Year of publication: |
2018
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|---|---|
| Authors: | Chang, Charles ; Cheng, Hung-Wen ; Fuh, Cheng-Der |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 26.2018, 1, p. 7-25
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| Subject: | Optionspreistheorie | Option pricing theory | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory | Schätzung | Estimation |
| 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/10011968669