Put-call parity and the informational efficiency of the German DAX-index options market
Stefan Mittnik, Sascha Rieken
| Year of publication: |
2000
|
|---|---|
| Authors: | Mittnik, Stefan ; Rieken, Sascha |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 9.2000, 3, p. 259-279
|
| Subject: | Index-Futures | Index futures | Effizienzmarkthypothese | Efficient market hypothesis | Optionspreistheorie | Option pricing theory | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Deutschland | Germany |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: International review of financial analysis |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001543516