Monografie
The Dynamics of Implied Volatilities: A Common Principal Components Approach
- Sprache
-
Englisch
- Identifier
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1206801670
Thema
Wirtschaft; Exponential smoothing; Zeitreihenanalyse; Volatilität; Schock; Schätzung; Index-Futures; Nichtlineare Analysis; Value at Risk; Deutschland
Beteiligte Personen und Organisationen
- DOI
-
10.18452/3562
- URN
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
26.01.2023, 13:56 MEZ
Objekttyp
- Monografie
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