Option prices under Bayesian learning: implied volatility dynamics and predictive densities
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
London
CEPR
2001
|
| Series: | Discussion paper / Centre for Economic Policy Research
3005 : Financial economics |
| Subjects: | |
| Physical Description: | 57 S. graph. Darst. |
Staff View
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| illustrated | Illustrated |
| indexdate | 2024-07-09T18:59:49Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-009748920 |
| oclc_num | 48614167 |
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| physical | 57 S. graph. Darst. |
| publishDate | 2001 |
| publishDateSearch | 2001 |
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| publisher | CEPR |
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| series2 | Discussion paper / Centre for Economic Policy Research |
| spelling | Guidolin, Massimo 1968- Verfasser (DE-588)129674087 aut Option prices under Bayesian learning implied volatility dynamics and predictive densities Massimo Guidolin ; Allan Timmermann London CEPR 2001 57 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Discussion paper / Centre for Economic Policy Research 3005 : Financial economics Control de precios - Modelos econométricos Mercados financieros - Modelos econométricos Precios - Modelos econométricos Mathematisches Modell Options (Finance) Prices Mathematical models Timmermann, Allan 1964- Verfasser (DE-588)124799965 aut Erscheint auch als Online-Ausgabe Centre for Economic Policy Research Discussion paper 3005 : Financial economics (DE-604)BV023545932 3005 |
| spellingShingle | Guidolin, Massimo 1968- Timmermann, Allan 1964- Option prices under Bayesian learning implied volatility dynamics and predictive densities Control de precios - Modelos econométricos Mercados financieros - Modelos econométricos Precios - Modelos econométricos Mathematisches Modell Options (Finance) Prices Mathematical models |
| title | Option prices under Bayesian learning implied volatility dynamics and predictive densities |
| title_auth | Option prices under Bayesian learning implied volatility dynamics and predictive densities |
| title_exact_search | Option prices under Bayesian learning implied volatility dynamics and predictive densities |
| title_full | Option prices under Bayesian learning implied volatility dynamics and predictive densities Massimo Guidolin ; Allan Timmermann |
| title_fullStr | Option prices under Bayesian learning implied volatility dynamics and predictive densities Massimo Guidolin ; Allan Timmermann |
| title_full_unstemmed | Option prices under Bayesian learning implied volatility dynamics and predictive densities Massimo Guidolin ; Allan Timmermann |
| title_short | Option prices under Bayesian learning |
| title_sort | option prices under bayesian learning implied volatility dynamics and predictive densities |
| title_sub | implied volatility dynamics and predictive densities |
| topic | Control de precios - Modelos econométricos Mercados financieros - Modelos econométricos Precios - Modelos econométricos Mathematisches Modell Options (Finance) Prices Mathematical models |
| topic_facet | Control de precios - Modelos econométricos Mercados financieros - Modelos econométricos Precios - Modelos econométricos Mathematisches Modell Options (Finance) Prices Mathematical models |
| volume_link | (DE-604)BV023545932 |
| work_keys_str_mv | AT guidolinmassimo optionpricesunderbayesianlearningimpliedvolatilitydynamicsandpredictivedensities AT timmermannallan optionpricesunderbayesianlearningimpliedvolatilitydynamicsandpredictivedensities |