Artikel
Variance bounds test of volatility expectations in eurodollar futures options markets
- Language
-
Englisch
- Bibliographic citation
-
Journal: Global Business & Finance Review (GBFR) ; ISSN: 2384-1648 ; Volume: 24 ; Year: 2019 ; Issue: 2 ; Pages: 20-32 ; Seoul: People & Global Business Association (P&GBA)
- Classification
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Management
- Subject
-
Eurodollar futures options
implied volatility
variance bound test
bootstrap method
market efficiency
- Event
-
Geistige Schöpfung
- (who)
-
Kim, Kwanho
Poonvoralak, Wantanee
- Event
-
Veröffentlichung
- (who)
-
People & Global Business Association (P&GBA)
- (where)
-
Seoul
- (when)
-
2019
- DOI
-
doi:10.17549/gbfr.2019.24.2.20
- Handle
- Last update
-
10.03.2025, 11:43 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Artikel
Associated
- Kim, Kwanho
- Poonvoralak, Wantanee
- People & Global Business Association (P&GBA)
Time of origin
- 2019
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