A new bivariate approach for modeling the interaction between stock volatility and interest rate: an application to S\&P500 returns and options (Q6556120)
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scientific article; zbMATH DE number 7865843
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new bivariate approach for modeling the interaction between stock volatility and interest rate: an application to S\&P500 returns and options |
scientific article; zbMATH DE number 7865843 |
Statements
A new bivariate approach for modeling the interaction between stock volatility and interest rate: an application to S\&P500 returns and options (English)
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17 June 2024
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finance
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GARCH
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asset price
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interest rate
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option pricing
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