Market risk and the concepts of fundamental volatility : measuring volatility across asset and derivative markets and testing for the impact of derivatives markets on financial markets
Soosung Hwang, Stephen E. Satchell
| Year of publication: |
2000
|
|---|---|
| Authors: | Hwang, Soosung ; Satchell, Stephen |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 24.2000, 5, p. 759-785
|
| Subject: | CAPM | Volatilität | Volatility | Derivat | Derivative | Risikoprämie | Risk premium | Schätzung | Estimation | Theorie | Theory | Welt | World |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of banking & finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001467848