Unrealized expectations of jumps in volatility : an explanation to the low and time-varying predictive power of implied volatility
Finna-arvio
Unrealized expectations of jumps in volatility : an explanation to the low and time-varying predictive power of implied volatility
Tallennettuna:
| Ulkoasu |
45, [2] sivua ; 30 cm |
|---|---|
| Kieli |
englanti |
| Alkuteoksen kieli |
englanti |
| Julkaisija |
Helsingfors :
Swedish School of Economics and Business Administration,
2001.
|
| Sarja | Meddelanden från Svenska handelshögskolan, ISSN 0357-4598; 457. |
| Aiheet | |
| Lisätiedot | Aku Penttinen |
| ISBN |
951-555-686-4 nidottu |
| Hae kokoteksti | |