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"A new bivariate approach for modeling the interaction between stock ..."

Luca Vincenzo Ballestra, Enzo D'innocenzo, Andrea Guizzardi (2024)

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DOI: 10.1016/J.EJOR.2023.11.049

access: closed

type: Journal Article

metadata version: 2024-10-06

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  - journals/eor/BallestraDG24
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Luca Vincenzo Ballestra, Enzo D'innocenzo, Andrea Guizzardi:
A new bivariate approach for modeling the interaction between stock volatility and interest rate: An application to S&P500 returns and options. Eur. J. Oper. Res. 314(3): 1185-1194 (2024)

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