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

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

书目详细资料
发表在:Journal of financial and quantitative analysis V. 45, 1-5 (2010).
主要作者: Jiang, George J.
格式: 文件
语言:English
主题:
Volatility.
Valuation methods.
Forecasting techniques.
Rates of return.
Options markets.
FASB statements - SFAS 123R.