SPEC model selection algorithm for ARCH models : an options pricing evaluation framework
Stavros Degiannakis and Evdokia Xekalaki
| Year of publication: |
2008
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|---|---|
| Authors: | Degiannakis, Stavros ; Xekalaki, Evdokia |
| Published in: |
Applied financial economics letters. - Abingdon : Routledge, ISSN 1744-6546, ZDB-ID 2175172-9. - Vol. 4.2008, 4/6, p. 419-423
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| Subject: | ARCH-Modell | ARCH model | Optionspreistheorie | Option pricing theory | Modellierung | Scientific modelling |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003808239