Intraday and weekend volatility patterns : implications for option pricing

Kim Sundkvist & Mikael Vikström

Year of publication:	Dec. 2000 ; [Elektronische Ressource]
Other Persons:	Sundkvist, Kim (contributor) ; Vikström, Mikael (contributor)
Institutions:	Svenska Handelshögskolan <Helsinki> (contributor)
Publisher:	Helsingfors : Svenska Handelshögskolan
Subject:	Optionspreistheorie \| Option pricing theory \| Zeit \| Time \| Volatilität \| Volatility \| Aktienindex \| Stock index \| Deutschland \| Germany

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