TY  - RPRT
AU  - Chang, Chia-Lin
AU  - McAleer, Michael
PY  - 2014
SN  - 2341-2356
UR  - https://hdl.handle.net/20.500.14352/41620
AB  - One of the fastest growing areas in empirical finance, and also one of the least rigorously analyzed, especially from a financial econometrics perspective, is the econometric analysis of financial derivatives, which are typically complicated and...
LA  - eng
KW  - Stochastic volatility
KW  - Switching volatility
KW  - Volatility risk
KW  - Option pricing dynamics
KW  - Futures prices
KW  - Fractional integration
KW  - Stochastic dominance
KW  - Variance risk premium
KW  - Fat tails
KW  - Leverage and asymmetry
KW  - Divided governments.
TI  - Econometric Analysis of Financial Derivatives: An Overview
TY  - technical report
VL  - 2014
ER  -