Implied volatility dynamics among exchange-traded funds and their largest component stocks
Timothy A. Krause and Donald Lien
| Year of publication: |
2014
|
|---|---|
| Authors: | Krause, Timothy A. ; Lien, Da-hsiang Donald |
| 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. 22.2014, 1, p. 7-26
|
| Subject: | Volatilität | Volatility | Indexderivat | Index derivative | Investmentfonds | Investment Fund | Aktienindex | Stock index | Index-Futures | Index futures |
| 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/10011634574