Impacts of derivative markets on spot market volatility and their persistence
Lik Fong and Chulwoo Han
| Year of publication: |
2015
|
|---|---|
| Authors: | Fong, Lik ; Han, Chulwoo |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 47.2015, 22/24, p. 2250-2258
|
| Subject: | futures | options | volatility | GARCH | Volatilität | Volatility | Derivat | Derivative | ARCH-Modell | ARCH model | Spotmarkt | Spot market | Theorie | Theory | Optionsgeschäft | Option trading |
| 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/10010516655