Volatility analysis of Shanghai composite index and financial crises
Muhammad Sheraz, Silvia Dedu & Vasile Breda
| Year of publication: |
2016
|
|---|---|
| Authors: | Sheraz, Muhammad ; Breda, Vasile |
| Published in: |
Economic dynamics and sustainable development ; Part 2. - Frankfurt am Main : Peter Lang, ISBN 978-3-631-78742-7. - 2016, p. 425-433
|
| Subject: | Option pricing | Black-Scholes model | GARCH process | volatility | entropy measures | Volatilität | Volatility | ARCH-Modell | ARCH model | Black-Scholes-Modell | Entropie | Entropy | Shanghai | Optionspreistheorie | Option pricing theory | Finanzkrise | Financial crisis | Aktienindex | Stock index | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section ; Konferenzbeitrag ; Conference paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013164574