Markov-switching GARCH models in determining ESOs effects

Wiesława Przybylska-Kapuścińska , Michał Łukowski

Abstract

n/a
Author Wiesława Przybylska-Kapuścińska (WE / KTPiPP)
Wiesława Przybylska-Kapuścińska,,
- Department of Money Theory and Monetary Policy
, Michał Łukowski (WE / KTPiPP)
Michał Łukowski,,
- Department of Money Theory and Monetary Policy
Pages277-288
Publication size in sheets0.55
Book Hofbauer Günter (eds.): Challenges, Research and Perspectives : Trust in social, economic and financial relations, 2015, uni-edition, ISBN 978-3-944072-45-6, 368 p.
Keywords in EnglishEmployee Stock Options, Market Effectiveness, Markov-Switching GARCH models
Languageen angielski
Score (nominal)5
ScoreMinisterial score = 5.0, 12-12-2019, MonographChapterAuthor
Citation count*
Cite
Share Share

Get link to the record


* presented citation count is obtained through Internet information analysis and it is close to the number calculated by the Publish or Perish system.
Back
Confirmation
Are you sure?