市场风险与基本波动率概念:跨资产和衍生品市场测量波动率并检验衍生品市场对金融市场的影响

Market risk and the concept of fundamental volatility: Measuring volatility across asset and derivative markets and testing for the impact of derivatives markets on financial markets

Journal of Banking & Finance · 2000
被引 71
人大 A-ABS 3
金融经济学衍生品市场波动率建模风险管理计量经济学