Intraday and weekend volatility patterns : implications for option pricing

Intraday and weekend volatility patterns : implications for option pricing

datePublished

• 2000

description

• kuvitettu

identifier

• propertyID: FI-FENNI value: 690842
• propertyID: FI-MELINDA value: 000927774
• propertyID: skl value: fx690842

isbn

• 9515556805

isPartOf

• Fennica
• Meddelanden / Svenska handelshögskolan

name

• Intraday and weekend volatility patterns : implications for option pricing

numberOfPages

• 26, [2] s.

P60048

• <http://rdaregistry.info/termList/RDACarrierType/1049>

P60050

• <http://rdaregistry.info/termList/RDAMediaType/1007>

publication

• location: Helsingfors organizer: Svenska handelshögskolan

publisher

• Svenska handelshögskolan