Examining the interrelation dynamics between option and stock markets using the Markov-switching vector error correction model (Q5123604)
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scientific article; zbMATH DE number 7252500
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Examining the interrelation dynamics between option and stock markets using the Markov-switching vector error correction model |
scientific article; zbMATH DE number 7252500 |
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Examining the interrelation dynamics between option and stock markets using the Markov-switching vector error correction model (English)
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29 September 2020
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option market
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Markov-switching
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error correction model
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volatility
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