Derivatives and asset price volatility : a test using variance ratios

Author(s)

• Cohen, Benjamin H.
• Bank for International Settlements. Monetary and Economic Dept

Bibliographic Information

Derivatives and asset price volatility : a test using variance ratios

by Benjamin H. Cohen

（BIS working papers, no. 33）

Bank for International Settlements, Monetary and Economic Department, c1996

Note

"January 1996"

Includes bibliographical references (p. 23)

Details

• NCID: BB14949065
• Country Code: sz
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Basle
• Pages/Volumes: 23 p.
• Size: 30 cm
• Parent Bibliography ID:
  • BB09801553