Three essays on the econometrics of options markets
Zdravetz Nikolov Lazarov
| Year of publication: |
2004 ; Als Ms. gedr.
|
|---|---|
| Authors: | Lazarov, Zdravetz N. |
| Publisher: |
Berlin : dissertation.de |
| Subject: | Deutscher Aktienindex | Indexoption | Optionspreistheorie | Kapitalmarkteffizienz | ARFIMA-Modell | GARCH-Prozess |
| Extent: | 76, [13] Bl. |
|---|---|
| Series: | Dissertation.de. - Berlin : Dissertation.de. - Vol. 967 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Dissertation u.a. Prüfungsschriften |
| Language: | English |
| Thesis: | Zugl.: Bonn, Univ., Diss., 2004 |
| ISBN: | 3-89825-867-X |
| Classification: | Investition, Finanzierung ; Geld, Inflation, Kapitalmarkt |
| Source: |
Persistent link: https://www.econbiz.de/10004821333