Classical risk estimator vs implicit volatility superiority in the prediction of risk: an experience from Hong Kong.

by Wong Yuet Fung. === Thesis (M.Phil.)--Chinese University of Hong Kong, 1990. === Bibliography: leaves 280-283. === ACKNOWLEDGMENTS --- p.1 === ABSTRACT --- p.2 === Chapter I. --- INTRODUCTION --- p.9 === Chapter A. --- Objective of the Study === Chapter II. --- RISK OF STOCK --- p.13 === Chap...

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Bibliographic Details
Other Authors: Wong, Yuet Fung.
Format: Others
Language:English
Published: Chinese University of Hong Kong 1990
Subjects:
Online Access:http://library.cuhk.edu.hk/record=b5886861
http://repository.lib.cuhk.edu.hk/en/item/cuhk-318805