The dynamics of stochastic volatility: evidence from underlying and options markets

Author: Jones C.S.  

Publisher: Elsevier

ISSN: 0304-4076

Source: Journal of Econometrics, Vol.116, Iss.1, 2003-09, pp. : 181-224

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract