The stochastic dynamics, forecasting ability and risk factors in implied volatility

CiNii Available at 1 libraries

Bibliographic Information

Title
"The stochastic dynamics, forecasting ability and risk factors in implied volatility"
Statement of Responsibility
Kazuhiko Nishina, Nabil Maghrebi
Publisher
  • Graduate School of Economics and Osaka School of International Public Policy (OSIPP) Osaka University
Publication Year
  • 2002
Book size
21 cm

Search this Book/Journal

Notes

Includes bibliographical references (p. 20-23)

Related Books

See more

Details 詳細情報について

  • CRID
    1130000797396697344
  • NII Book ID
    BA59306592
  • Text Lang
    en
  • Country Code
    ja
  • Title Language Code
    en
  • Place of Publication
    • Toyonaka
  • Data Source
    • CiNii Books
Back to top