Normal view MARC view ISBD view

Jumps and stochastic volatility: exchange rate processes implicit in PHLX deutschemark options

Material type: Text

TextSeries: NBER working papers; 4596.Publisher: Cambridge (Mass.) National Bureau of Economic Research 1993Description: 41 p. graf. 22 cm.Subject(s): PRECIOS

Tags from this library: No tags from this library for this title. Log in to add tags.

average rating: 0.0 (0 votes)

Item type	Current location	Home library	Call number	Status	Date due	Barcode
Libros		IEF	c 1407-24554 (Browse shelf)	Available		c 1407-24554

Previous	No cover image available	No cover image available	No cover image available	No cover image available	No cover image available	No cover image available	No cover image available	Next
Previous	c 1406-24551 The internationalization of equity markets	c 1406-24552 Price volatility and volume spillovers between the Tokyo and New York stock markets	c 1407-24553 The military pension, compensation, and retirement of U.S. Air Force pilots	c 1407-24554 Jumps and stochastic volatility: exchange rate processes implicit in PHLX deutschemark options	c 1407-24555 The politics of free trade agreements	c 1407-24556 The role of judgement and discretion in the conduct of monetary policy: consequences of changing financial markets	c 1407-24557 The wealth of cohorts: retirement saving and the changing assets of older americans	Next

Resumen. - Conclusiones. - Bibliografía

There are no comments for this item.

Biblioteca del Instituto de Estudios Fiscales