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~institution:"Federal Reserve Bank of San Francisco"
~subject:"Volatilität"
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García López, José A.
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Lansing, Kevin J.
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Walter, Christian
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Federal Reserve Bank of San Francisco
National Bureau of Economic Research
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Is implied correlation worth calculating? : Evidence from foreign exchange options and historical data
Walter, Christian
(
contributor
); …
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2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577552
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Lock-in of extrapolative expectations in an asset pricing model
Lansing, Kevin J.
(
contributor
)
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002116841
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