Improving the option pricing performance of GARCH models in inefficient market
Noureddine Lahouel, Slaheddine Hellara
| Year of publication: |
2020
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|---|---|
| Authors: | Lahouel, Noureddine ; Hellara, Slaheddine |
| Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 17.2020, 2, p. 14-25
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| Subject: | efficiency | bubbles | option pricing | hedging | performance | risk management | Hedging | Optionspreistheorie | Option pricing theory | ARCH-Modell | ARCH model | Spekulationsblase | Bubbles | Risikomanagement | Risk management | Effizienzmarkthypothese | Efficient market hypothesis | Derivat | Derivative | Optionsgeschäft | Option trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21511/imfi.17(2).2020.02 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012303053