Implied ARCH models from options prices
- 作者Robert F. Engle; Chowdhury Mustafa
- 卷第52卷
- 印刷ISSN0304-4076
- 文件大小1349.85KB
- 发表时间1992
- DOI10.1016/0304-4076(92)90074-2
- 页码289-311
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