Volatility estimation for stock index options : a GARCH approach
Shin-Herng Chu ; Steven Freund
| Year of publication: |
1996
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|---|---|
| Authors: | Chu, Shin-herng |
| Other Persons: | Freund, Steven (contributor) |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 36.1996, 4, p. 431-450
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| Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Index-Futures | Index futures | Theorie | Theory | USA | United States | 1986-1987 |
| 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/10001214235