The Stochastic Behavior Of Market Volatility Implied In The Prices Of Index Options And A Test Of Market Efficiency
Download and Read The Stochastic Behavior Of Market Volatility Implied In The Prices Of Index Options And A Test Of Market Efficiency full books in PDF, ePUB, and Kindle. Read online free The Stochastic Behavior Of Market Volatility Implied In The Prices Of Index Options And A Test Of Market Efficiency ebook anywhere anytime directly on your device. We cannot guarantee that every ebooks is available!
The Stochastic Behavior of Market Volatility Implied in the Prices of Index Options and a Test of Market Efficiency
Author | : Changhyon Cho |
Publisher | : |
Total Pages | : 360 |
Release | : 1996 |
Genre | : Financial futures |
ISBN | : |
Download The Stochastic Behavior of Market Volatility Implied in the Prices of Index Options and a Test of Market Efficiency Book in PDF, Epub and Kindle
The Stochastic Behavior of Market Volatility Implied in the Prices of Index Options and a Test of Market Efficiency Related Books
Language: en
Pages: 360
Pages: 360
Type: BOOK - Published: 1996 - Publisher:
Language: en
Pages: 146
Pages: 146
Type: BOOK - Published: 1987 - Publisher:
Language: en
Pages: 48
Pages: 48
Type: BOOK - Published: 1993 - Publisher:
To forecast future option prices, autoregressive models of implied volatility derived from observed option prices are commonly employed [see Day and Lewis (1990
Language: en
Pages: 336
Pages: 336
Type: BOOK - Published: 1995 - Publisher:
Language: en
Pages: 250
Pages: 250
Type: BOOK - Published: 1999 - Publisher: