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Midquotes or transactional prices? Evaluation of black model on high-frequency data

Object's details: Midquotes or transactional prices? Evaluation of black model on high-frequency data

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Structure

Studia Ekonomiczne - Akademia Ekonomiczna im. Karola Adamieckiego w Katowicach.

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Description

Title:
Midquotes or transactional prices? Evaluation of black model on high-frequency data
Group title:
Studia Ekonomiczne
Creator:
Kokoszczyński, Ryszard
;
Sakowski, Paweł
;
Ślepaczuk, Robert
Contributor:
Dziwok, Ewa. Red.
;
Sroczyńska-Baron, Anna. Red.
;
Iskra, Daniel. Red.
Subject and Keywords:
mikrostruktura rynku
;
modele wyceny opcji
;
średnie kwotowania opcji
;
zmienność implikowana
;
zmienność zrealizowana
Subject:
Giełda papierów wartościowych - Polska
;
Modele
Description: Zeszyty Naukowe Uniwersytetu Ekonomicznego w Katowicach ; 366 ; ISSN 2083-8611
Publisher:
Wydawnictwo Uniwersytetu Ekonomicznego w Katowicach
Place of publishing:
Katowice
Date:
2018
Resource Type:
czasopismo
Resource Identifier: oai:reader.digitarium.pcss.pl:358531
Relation:
Studia Ekonomiczne - Uniwersytet Ekonomiczny w Katowicach
;
Zeszyty Naukowe Uniwersytetu Ekonomicznego w Katowicach
Language:
eng
Oryginal in:
Biblioteka Główna Uniwersytetu Ekonomicznego, Katowice

Exlibris

Object is located in the collections:

Educational materials

Cultural heritage

Educational materials

Scientific Works

Educational materials

Texts and handbooks

Publications of the Participants

Publications of the Participants

Akademia Ekonomiczna

Publications of the Participants

Uniwersytet Ekonomiczny

Additional information

Creation date: 2019-05-06
Last modification date: 2020-02-01
Content object's number of views: 26
You could also download the object's description in these formats:
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;
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See also

Factors affecting stock return volatility in the banking sector in the euro zone

Creator:Niewińska, Katarzyna

Date:2020

Type:czasopismo

Contributor:Ziemba, Ewa. Chief Editor

Zastosowania metod matematycznych w ekonomii i zarządzaniu

Date:2013

Type:czasopismo

Contributor:Mika, Jerzy. Red.; Zeug-Żebro, Katarzyna. Red.

Do multi-factor models produce robust results? Econometric and diagnostic issues in equity risk premia study

Creator:Sakowski, Paweł; Ślepaczuk, Robert; Wywiał, Mateusz

Date:2016

Type:czasopismo

Contributor:Dziwok, Ewa. Red.; Sroczyńska-Baron, Anna. Red.; Sawicz, Katarzyna. Red.

Information on financing

The project is co-financed by the European Union from the European Regional Development Fund under the Regional Operational Program of the Silesian Voivodeship for the years 2014 - 2020 Silesian Digitarium. Digitization and access to the resources of cultural institutions of the Silesian Voivodeship.

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