Modelling the MIB30 implied volatility surface : does efficiency matter?
Year of publication: |
Jan. 2005
|
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Other Persons: | Cassese, Gianluca (contributor) ; Guidolin, Massimo (contributor) |
Institutions: | Federal Reserve Bank of St. Louis (contributor) |
Subject: | Index-Futures | Index futures | Volatilität | Volatility | Effizienzmarkthypothese | Efficient market hypothesis | Theorie | Theory | Risikomaß | Risk measure |
Extent: | Online-Ressource, 45 p., text ill |
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Series: | Working paper. - Saint Louis, Mo., ZDB-ID 2135914-3. - Vol. 2005,008 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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