Is the KOSPI 200 options market efficient? : parametric and nonparametric tests of the Martingale restriction
Biao Guo; Qian Han; Doojin Ryu
| Year of publication: |
2013
|
|---|---|
| Authors: | Guo, Biao ; Han, Qian ; Ryu, Doojin |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 33.2013, 7, p. 629-652
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| Subject: | Effizienzmarkthypothese | Efficient market hypothesis | Nichtparametrisches Verfahren | Nonparametric statistics | Martingal | Martingale | Optionspreistheorie | Option pricing theory | Schätzung | Estimation |
| 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/10009756544