Implied volatility in options markets and conditional heteroscedasticity in stock markets
Seungmook Choi and Mark E. Wohar
| Year of publication: |
1992
|
|---|---|
| Authors: | Choi, Seung-mook S. |
| Other Persons: | Wohar, Mark E. (contributor) |
| Published in: |
The financial review : the official publication of the Eastern Finance Association. - Malden, Mass. [u.a.] : Blackwell, ISSN 0732-8516, ZDB-ID 864322-2. - Vol. 27.1992, 4, p. 503-530
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| Subject: | Börsenkurs | Share price | Derivat | Derivative | Indexbindung | Indexation | Zeitreihenanalyse | Time series analysis | USA | United States | 1972-1988 |
| 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/10001143740