Can tests based on option hedging errors correctly identify volatility risk premia?
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
-
Online-Ressource
- Ausgabe
-
Version May 24, 2004
- Sprache
-
Englisch
- Erschienen in
-
Universität Frankfurt am Main. Fachbereich Wirtschaftswissenschaften: [Working paper series / Finance and accounting] Working paper series, Finance & Accounting ; No. 136
- Klassifikation
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Wirtschaft
- Schlagwort
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Volatilität
Hedging
- Ereignis
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Veröffentlichung
- (wo)
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Frankfurt am Main
- (wer)
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Univ.-Bibliothek Frankfurt am Main
- (wann)
-
2005
- Urheber
- URN
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urn:nbn:de:hebis:30-17690
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
15.08.2025, 07:37 MESZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
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Beteiligte
- Branger, Nicole
- Schlag, Christian
- Univ.-Bibliothek Frankfurt am Main
Entstanden
- 2005
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