Implied volatility functions: empirical tests
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cambridge, Mass.
1996
|
| Schriftenreihe: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
5500 |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | 34 S. graph. Darst. |
Internformat
MARC
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| 245 | 1 | 0 | |a Implied volatility functions |b empirical tests |c Bernard Dumas ; Jeff Fleming ; Robert E. Whaley |
| 264 | 1 | |a Cambridge, Mass. |c 1996 | |
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| 490 | 1 | |a National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |v 5500 | |
| 650 | 4 | |a Ökonometrisches Modell | |
| 650 | 4 | |a Options (Finance) |x Econometric models | |
| 650 | 4 | |a Pricing |x Econometric models | |
| 700 | 1 | |a Fleming, Jeff |e Verfasser |4 aut | |
| 700 | 1 | |a Whaley, Robert E. |e Verfasser |4 aut | |
| 776 | 0 | 8 | |i Erscheint auch als |n Online-Ausgabe |
| 830 | 0 | |a National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |v 5500 |w (DE-604)BV002801238 |9 5500 | |
| 856 | 4 | 1 | |u http://papers.nber.org/papers/w5500.pdf |z kostenfrei |3 Volltext |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-007194007 | ||
Datensatz im Suchindex
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| author | Dumas, Bernard 1947- Fleming, Jeff Whaley, Robert E. |
| author_GND | (DE-588)128866845 |
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| id | DE-604.BV010771931 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T17:58:37Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-007194007 |
| oclc_num | 34653225 |
| open_access_boolean | 1 |
| owner | DE-19 DE-BY-UBM DE-521 DE-11 |
| owner_facet | DE-19 DE-BY-UBM DE-521 DE-11 |
| physical | 34 S. graph. Darst. |
| publishDate | 1996 |
| publishDateSearch | 1996 |
| publishDateSort | 1996 |
| record_format | marc |
| series | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| series2 | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| spelling | Dumas, Bernard 1947- Verfasser (DE-588)128866845 aut Implied volatility functions empirical tests Bernard Dumas ; Jeff Fleming ; Robert E. Whaley Cambridge, Mass. 1996 34 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 5500 Ökonometrisches Modell Options (Finance) Econometric models Pricing Econometric models Fleming, Jeff Verfasser aut Whaley, Robert E. Verfasser aut Erscheint auch als Online-Ausgabe National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 5500 (DE-604)BV002801238 5500 http://papers.nber.org/papers/w5500.pdf kostenfrei Volltext |
| spellingShingle | Dumas, Bernard 1947- Fleming, Jeff Whaley, Robert E. Implied volatility functions empirical tests National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series Ökonometrisches Modell Options (Finance) Econometric models Pricing Econometric models |
| title | Implied volatility functions empirical tests |
| title_auth | Implied volatility functions empirical tests |
| title_exact_search | Implied volatility functions empirical tests |
| title_full | Implied volatility functions empirical tests Bernard Dumas ; Jeff Fleming ; Robert E. Whaley |
| title_fullStr | Implied volatility functions empirical tests Bernard Dumas ; Jeff Fleming ; Robert E. Whaley |
| title_full_unstemmed | Implied volatility functions empirical tests Bernard Dumas ; Jeff Fleming ; Robert E. Whaley |
| title_short | Implied volatility functions |
| title_sort | implied volatility functions empirical tests |
| title_sub | empirical tests |
| topic | Ökonometrisches Modell Options (Finance) Econometric models Pricing Econometric models |
| topic_facet | Ökonometrisches Modell Options (Finance) Econometric models Pricing Econometric models |
| url | http://papers.nber.org/papers/w5500.pdf |
| volume_link | (DE-604)BV002801238 |
| work_keys_str_mv | AT dumasbernard impliedvolatilityfunctionsempiricaltests AT flemingjeff impliedvolatilityfunctionsempiricaltests AT whaleyroberte impliedvolatilityfunctionsempiricaltests |