Implied ARCH models from options prices
| Year of publication: |
1992
|
|---|---|
| Authors: | Engle, Robert F. ; Mustafa, Chowdhury |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 52.1992, 1-2, p. 289-311
|
| Publisher: |
Elsevier |