Integration of VIX information in GARCH option pricing models

dc.contributor.advisor	Chorro, Christophe
dc.contributor.advisor	Billio, Monica
dc.contributor.author	Rahantamialisoa Hasinavonizaka, Fanirisoa Zazaravaka <1984>	it_IT
dc.date.accessioned	2020-01-14T11:07:31Z
dc.date.available	2020-01-14T11:07:31Z
dc.date.issued	2018-11-30
dc.identifier.uri	http://hdl.handle.net/10579/15566
dc.language.iso	eng	it_IT
dc.publisher	Università Ca' Foscari Venezia	it
dc.rights	© Fanirisoa Zazaravaka Rahantamialisoa Hasinavonizaka, 2018	it_IT
dc.title	Integration of VIX information in GARCH option pricing models	it_IT
dc.type	Doctoral Thesis	en
dc.degree.name	Economia	it_IT
dc.degree.level	Dottorato di ricerca	it
dc.degree.grantor	Dipartimento di Economia	it_IT
dc.description.academicyear	2017/2018	it_IT
dc.description.cycle	32	it_IT
dc.degree.coordinator	Pasini, Giacomo <1976>
dc.location.shelfmark	D001918	it
dc.location	Venezia, Archivio Università Ca' Foscari, Tesi Dottorato	it
dc.rights.accessrights	openAccess	it_IT
dc.thesis.matricno	956107	it_IT
dc.format.pagenumber	IV, 133, [6] p.	it_IT
dc.subject.miur	SECS-P/05 ECONOMETRIA	it_IT
dc.description.note	Cotutela con Université Paris 1 Panthéon-Sorbonne nell'ambito del progetto EDE-EM European Doctorate in Economics Erasmus Mundus	it_IT
dc.provenance.upload	Fanirisoa Zazaravaka Rahantamialisoa Hasinavonizaka (956107@stud.unive.it), 2018-11-30