Long-term equity anticipation securities and stock market volatility dynamics (Q1302760): Difference between revisions
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Latest revision as of 13:49, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long-term equity anticipation securities and stock market volatility dynamics |
scientific article |
Statements
Long-term equity anticipation securities and stock market volatility dynamics (English)
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2 April 2000
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option princing
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leaps
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stock market volatility
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long memory
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fractionlly integrated EGARCH
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