Volatility Estimation for Stock Index Options: A GARCH Approach
| Year of publication: |
1996
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|---|---|
| Authors: | Chu, Shin-Herng ; Freund, Steven |
| 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 11142170. - Vol. 36.1996, 4, p. 431-450
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