Modelling the implied probability of stock market movements
Year of publication: |
2003
|
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Authors: | Glatzer, Ernst ; Scheicher, Martin |
Publisher: |
European Central Bank |
Subject: | Geldpolitik | Monetary Policy | Zentralbank | Central Bank |
Extent: | 403456 bytes 38 p. application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | C22 - Time-Series Models ; C51 - Model Construction and Estimation ; G13 - Contingent Pricing; Futures Pricing ; G15 - International Financial Markets ; Currency. Monetary policy ; Individual Working Papers, Preprints |
Source: |
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