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Conditional heteroskedasticity, asymmetry, and option pricing
Author(s) -
Kang Taehoon,
Brorsen B. Wade
Publication year - 1995
Publication title -
journal of futures markets
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.88
H-Index - 55
eISSN - 1096-9934
pISSN - 0270-7314
DOI - 10.1002/fut.3990150804
Subject(s) - citation , futures contract , state (computer science) , library science , economics , computer science , financial economics , programming language
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