Behavioral heterogeneity in the option market

Journal of Economic Dynamics and Control

Volumn 34, Issue 11, 2010, Pages 2273-2287

  Frijns, Bart ^a   Lehnert, Thorsten ^b   Zwinkels, Remco C J ^c  

^a AUCKLAND UNIVERSITY OF TECHNOLOGY   (New Zealand)

^b UNIVERSITY OF LUXEMBOURG   (Luxembourg)

^c ERASMUS UNIVERSITY ROTTERDAM   (Netherlands)

Author keywords

Chartists; Fundamentalists; GARCH; Heterogeneous agents; Option markets

Indexed keywords

EID: 77957220505     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jedc.2010.05.009     Document Type: Article

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