Long-term equity anticipation securities and stock market volatility dynamics

Authors
  • T. Bollerslev
  • H.O.A. Mikkelsen
Publication date 1996
Series TI discussion paper, 7-96-33
Publisher Amsterdam: Tinbergen Institute
Organisations
  • Faculty of Economics and Business (FEB) - Amsterdam School of Economics Research Institute (ASE-RI)
Document type Book
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