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Econometric analysis of financial derivatives: an overview - MaRDI portal

Econometric analysis of financial derivatives: an overview (Q2347714)

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Econometric analysis of financial derivatives: an overview
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    Econometric analysis of financial derivatives: an overview (English)
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    8 June 2015
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    stochastic volatility
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    switching volatility
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    volatility risk
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    option pricing dynamics
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    futures prices
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    fractional integration
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    stochastic dominance
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    variance risk premium
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    fat tails
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    leverage and asymmetry
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    divided governments
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