• Title of article

    Cross-sectional tests of deterministic volatility functions

  • Author/Authors

    Michael W. Brandt، نويسنده , , Tao Wu، نويسنده ,

  • Issue Information
    دوماهنامه با شماره پیاپی سال 2002
  • Pages
    26
  • From page
    525
  • To page
    550
  • Keywords
    Deterministic volatility functions , option pricing
  • Journal title
    Journal of Empirical Finance
  • Serial Year
    2002
  • Journal title
    Journal of Empirical Finance
  • Record number

    130726