Title of article :
Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis
Author/Authors :
Christian M. Hafner، نويسنده , , Helmut Herwartz، نويسنده ,
Issue Information :
دوماهنامه با شماره پیاپی سال 2001
Pages :
34
From page :
1
To page :
34
Keywords :
Autoregression , Conditional heteroskedasticity , Option Pricing , Leverage effect , Conditionalleptokurtosis
Journal title :
Journal of Empirical Finance
Serial Year :
2001
Journal title :
Journal of Empirical Finance
Record number :
130681
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=130681
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