Modelling the implied probability of stock market movements:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Frankfurt am Main
Europ. Central Bank
2003
|
| Schriftenreihe: | Working paper series / European Central Bank
212 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | 38 S. graph. Darst. |
Internformat
MARC
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| 245 | 1 | 0 | |a Modelling the implied probability of stock market movements |c by Ernst Glatzer and Martin Scheicher |
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Datensatz im Suchindex
| _version_ | 1807682913958887424 |
|---|---|
| adam_text |
CONTENTS
ABSTRACT
4
NON-TECHNICAL
SUMMARY
5
I
.
INTRODUCTION
7
2.
METHODOLOGY
8
2.1
MODELS
8
2.2
SAMPLE
1
2
3.
EMPIRICAL
RESULTS
1
3
3.1
ESTIMATION
RESULTS
13
3.2
THE
HIGHER
MOMENTS
OF
THE
RNDS
14
3.3
ANALYSING
THE
DETERMINANTS
OF
CHANGES
IN
THE
RND
MOMENTS
15
3.4
RESULTS
FOR
FACTOR
REGRESSIONS
1
9
4.
CONCLUSION
2
1
REFERENCES
22
TABLES
&
FIGURES
24
APPENDIX
3
1
EUROPEAN
CENTRAL
BANK
WORKING
PAPER
SERIES
33 |
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| indexdate | 2024-08-18T00:26:06Z |
| institution | BVB |
| language | English |
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| physical | 38 S. graph. Darst. |
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| publisher | Europ. Central Bank |
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| series2 | Working paper series / European Central Bank |
| spelling | Glatzer, Ernst Verfasser aut Modelling the implied probability of stock market movements by Ernst Glatzer and Martin Scheicher Frankfurt am Main Europ. Central Bank 2003 38 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Working paper series / European Central Bank 212 Options (Finance) Prices Stock options Scheicher, Martin Verfasser aut European Central Bank Working paper series 212 (DE-604)BV012681744 212 DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010241652&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Glatzer, Ernst Scheicher, Martin Modelling the implied probability of stock market movements Options (Finance) Prices Stock options |
| title | Modelling the implied probability of stock market movements |
| title_auth | Modelling the implied probability of stock market movements |
| title_exact_search | Modelling the implied probability of stock market movements |
| title_full | Modelling the implied probability of stock market movements by Ernst Glatzer and Martin Scheicher |
| title_fullStr | Modelling the implied probability of stock market movements by Ernst Glatzer and Martin Scheicher |
| title_full_unstemmed | Modelling the implied probability of stock market movements by Ernst Glatzer and Martin Scheicher |
| title_short | Modelling the implied probability of stock market movements |
| title_sort | modelling the implied probability of stock market movements |
| topic | Options (Finance) Prices Stock options |
| topic_facet | Options (Finance) Prices Stock options |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010241652&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV012681744 |
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