The effect of CBOE option listing on the volatility of NYSE traded stocks : a time-varying variance approach
Khelifa Mazouz
| Year of publication: |
2004
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| Authors: | Mazouz, Khelifa |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 11.2004, 5, p. 695-708
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| Subject: | Optionsgeschäft | Option trading | Volatilität | Volatility | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | USA | United States | 1973-2001 |
| 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/10002260891