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00689nam a2200193 a 4500 |
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20171111233622.0 |
| 008 |
051216s2004 cy da r 000 u eng d |
| 040 |
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|a CY
|b University of Cyprus
|e AACR2
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| 050 |
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|a HG4523.M35 2004
|
| 100 |
1 |
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|a Mann, Christopher A.
|
| 245 |
1 |
4 |
|a The use of option implied volatility in asset pricing tests/
|c by Christopher A. Mann
|
| 260 |
|
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|a Michingan:
|b UMI,
|c 2004
|
| 300 |
|
|
|a x, 90 p. :
|b diagr., tables ;
|c 28 cm.
|
| 650 |
|
0 |
|a Economics
|
| 650 |
|
0 |
|a Finance
|x Econometric models
|
| 650 |
|
0 |
|a Capital market
|x Econometric models
|
| 650 |
|
0 |
|a Stochastic analysis
|
| 952 |
|
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|a CY-NiOUC
|b 5a042e416c5ad14ac1e88110
|c 998a
|d 945l
|e HG4523.M35 2004
|t 1
|x m
|z Books
|
