Econometric analysis of financial derivatives: an overview (Q2347714)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6443569
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Econometric analysis of financial derivatives: an overview |
scientific article; zbMATH DE number 6443569 |
Statements
Econometric analysis of financial derivatives: an overview (English)
0 references
8 June 2015
0 references
stochastic volatility
0 references
switching volatility
0 references
volatility risk
0 references
option pricing dynamics
0 references
futures prices
0 references
fractional integration
0 references
stochastic dominance
0 references
variance risk premium
0 references
fat tails
0 references
leverage and asymmetry
0 references
divided governments
0 references
0 references
0 references
0 references
0.7163609862327576
0 references
0.7144793272018433
0 references
0.7089506983757019
0 references
