The name is absent



4.4.2.1 Kaupankaynti FOX-indeksioptioilla-ja termiineilla..........................................48

4.4.3 Kaytettavaaineistojaempiirisen osan runko...........................................................49

5. kàytettàvàt EstimointimenetelmAt..............................................................53

5.1 Paneelidatan Ominaisuuksia.............................................................................................53

5.2 Dummy-muuttujamalli....................................................................................................54

5.3 Satunnaisten Vaikutusten malli........................................................................................55

5.4 Kuvailevaa Statistiikkaa aineistosta ja FOX-indeksin ja FOX-termiinin tuottojen
jakaumat................................................................................................................................57

5.4.1 Yhteenveto kaytettavàsta Iilastoaineistosta...............................................................57

5.4.2 FOX-indeksin ja FOX-indeksitermiinien Iuottojenjakaumat...................................58

6. Estimointitulosten tarkastelu........................................................................6i

6.1 Paivittaiset Fegressioyhtalot.............................................................................................61

6.2 Optioiden hintojen ennustaminen pàivakohtaisten yhtaloiden perusteella......................64

6.2.1 RISDienja historiallislen Volatiliteettien vertailu.....................................................65

6.3 Koko Iarkastelujaksolle estimoidut funktiot....................................................................67

6.3.1 PNS-yhtalon estimointi.............................................................................................67

6.3.2 Implisiittisen Volatiliteetin aikasarjaominaisuuksista...............................................68

6.3.3 Dummy-muuttujamalli..............................................................................................71

6.3.4 Satunnaisten Vaikutusten malli.................................................................................72

6.4 Mallien keskinainen vertailu...........................................................................................72

6.5 Dummy-muuttujamalli, Volatiliteettien estimointi ja Optioiden hinnat...........................75

6.5.1 Ncuben tulokset paneelidataestimoinneista..............................................................76

6.6 Hinnoitteluvirheiden osittainen SOpeutuminen................................................................77

6.6.1 Estimoidut Osittaisen Sopeutumisen mallit................................................................78

7. L0PUKS1..............................................................................................................................80

LÀHDELUETTELO



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