Exploiting option information in the equity market
Guido Baltussen, Bart van der Grient, Wilma de Groot, Erik Hennink, and Weili Zhou
| Year of publication: |
2012
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|---|---|
| Authors: | Baltussen, Guido ; Grient, Bart van der ; Groot, Wilma de ; Hennink, Erik ; Zhou, Weili |
| Published in: |
Financial analysts' journal : FAJ. - Philadelphia, PA : Taylor & Francis Group, ISSN 0015-198X, ZDB-ID 219409-0. - Vol. 68.2012, 4, p. 56-72
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| Subject: | Aktienmarkt | Stock market | Volatilität | Volatility |
| 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/10009680590