Implied volatility and warrant issuing strategies: Some evidence from the Johannesburg Stock Exchange
نویسندگان
چکیده
منابع مشابه
modeling volatility: evidence from tehran stock exchange
the research problem investigated in this paper is modeling volatility and analyzing risk and return’s relationship in tehran stock exchange using garch-family models including garch(1,1), garch(2,2), egarch(1,1), pgarch(1,1), tgarch(1,1), garch(1,1)-m and cgarch(1,1). using the daily returns of tehran stock exchange companies, we focused on two portfolios of all the companies during a 10-year-...
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ژورنال
عنوان ژورنال: South African Journal of Business Management
سال: 2002
ISSN: 2078-5976,2078-5585
DOI: 10.4102/sajbm.v33i2.700