Zobrazeno 1 - 4
of 4
pro vyhledávání: '"Ye, Xize"'
Publikováno v:
In Finance Research Letters November 2024 69 Part A
Publikováno v:
In Econometrics and Statistics December 2022
Autor:
Ye, Xize
Publikováno v:
Electronic Thesis and Dissertation Repository
In this thesis, the Heston-Nandi GARCH(1,1) (henceforth, HN-GARCH) option pricing model is fitted via 4 maximum likelihood-based estimation and calibration approaches using simulated returns and/or options. The purpose is to examine the benefits of t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1548::53e566fdd9a13428759d4ac98a9d6aba
https://ir.lib.uwo.ca/etd/7923
https://ir.lib.uwo.ca/etd/7923
Publikováno v:
Econometrics and Statistics; 20230101, Issue: Preprints