Derivatives and asset price volatility : a test using variance ratios

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Bibliographic Information

Title
"Derivatives and asset price volatility : a test using variance ratios"
Statement of Responsibility
by Benjamin H. Cohen
Publisher
  • Bank for International Settlements, Monetary and Economic Department
Publication Year
  • c1996
Book size
30 cm

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Notes

"January 1996"

Includes bibliographical references (p. 23)

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Details 詳細情報について

  • CRID
    1130282270163961600
  • NII Book ID
    BB14949065
  • Text Lang
    en
  • Country Code
    sz
  • Title Language Code
    en
  • Place of Publication
    • Basle
  • Data Source
    • CiNii Books
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