The asymmetric response of volatility to market changes and the volatility smile : evidence from Australian options
Hassan Tanha; Michael Dempsey
| Year of publication: |
2015
|
|---|---|
| Authors: | Tanha, Hassan ; Dempsey, Michael |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 34.2015, p. 164-176
|
| Subject: | Behavioural finance | Asymmetric volatility | Implied volatility | Informational efficiency | Volatilität | Volatility | Australien | Australia | Optionspreistheorie | Option pricing theory | Anlageverhalten | Optionsgeschäft | Option trading | Informationseffizienz | Deutschland | Germany |
| Extent: | graph. Darst. |
|---|---|
| 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/10011325745