Long memory and the relation between options and stock prices

Teng-Ching Huang, Yu-Chen Tu, Heng-Chih Chou

Year of publication:	February 2015
Authors:	Huang, Teng-Ching ; Tu, Yu-Chen ; Chou, Heng-chih
Published in:	Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 12.2015, p. 77-91
Subject:	Long memory \| Fractional cointegration \| Information effect \| Volume effect \| NBLS formula \| Börsenkurs \| Share price \| Kointegration \| Cointegration \| Zeitreihenanalyse \| Time series analysis \| Theorie \| Theory \| Kapitaleinkommen \| Capital income

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