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Forecasting volatility using long memory and comovements An application to option valuation under SFAS 123R.

書目詳細資料
發表在:Journal of financial and quantitative analysis V. 45, 1-5 (2010).
主要作者: Jiang, George J.
格式: Article
語言:英语
主題:
Volatility.
Valuation methods.
Forecasting techniques.
Rates of return.
Options markets.
FASB statements - SFAS 123R.