Artikel
Variance bounds test of volatility expectations in eurodollar futures options markets
- Sprache
-
Englisch
- Erschienen in
-
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)
- Klassifikation
-
Management
- Thema
-
Eurodollar futures options
implied volatility
variance bound test
bootstrap method
market efficiency
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Kim, Kwanho
Poonvoralak, Wantanee
- Ereignis
-
Veröffentlichung
- (wer)
-
People & Global Business Association (P&GBA)
- (wo)
-
Seoul
- (wann)
-
2019
- DOI
-
doi:10.17549/gbfr.2019.24.2.20
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:43 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Artikel
Beteiligte
- Kim, Kwanho
- Poonvoralak, Wantanee
- People & Global Business Association (P&GBA)
Entstanden
- 2019
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