A Time Series Approach to Option Pricing: Models, Methods and Empirical Performances. 10 September by Christophe Chorro and Dominique Guégan. Chorro, C., Guégan, D., Ielpo, F. and Lalaharison, H.: Testing for leverage effect in the Returns of US Equities. Journal of Empirical Finance, 48, Chorro, Christophe (et al.) Pages Preview Buy Chapter 24,95 €. The Time Series Toolbox for Financial Returns. Chorro, Christophe (et al.) Pages
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Business Statistics for Competitive Advantage with Excel Share your thoughts with other customers. This book explains how the economic messages delivered by the dynamic evolution of financial asset returns are strongly related to option prices. Chi ama i libri sceglie Kobo e inMondadori. Would you like to tell us about a lower price?
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Basic Elements of Computational Statistics. Recent Advances in Robust Statistics: Convergence in Dirichlet law of certain stochastic integrals.