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
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