Handelen in aandelen en opties


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Zakelijk Financiën economie investering Onderzoek voorraad markt Bedrijfseconomie Prijs Markt (economie) Economie Financiële economie Financiële markten Effecten (financiën) Keuze opties Optie (financiën) Beurs

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Then, by the Granger Representation Theorem (Engle and Granger (1987)), these cointegrated prices can be formulated as a vector error correction model of order M  pt = A1  pt−1 + A2  pt−1 + · · · + AM  pt−1 + γ (z t−1 − µ) + t , (8) where pt is 2 × 1 vector of prices Ai is a 2 × 2 matrix of autoregressive coefficients corresponding to lag i (zt−1 − µ) is the error correction term with zt−1 = p1t−1 − p2t−1 and µ = E(zt ).. Option Market Information Share Summary Statistics Company Name Lower Bound Upper Bound Option Volume ALCOA AMOCO ATLANTIC RICHFIELD AVON PRODUCTS BOEING BANKAMERICA BAXTER INTERNATIONAL BRUNSWICK CORP BLACK AND DECKER BRISTOL MYERS SQUIBB BURLINGTON NORTHERN BETHLEHEM STEEL CHRYSLER CBS CITICORP COLGATE PALMOLIVE DELTA AIR LINES DOW CHEMICAL EASTMAN KODAK FORD MOTOR CO FEDERAL EXPRESS FLUOR CORP GENERAL ELECTRIC CORNING GENERAL MOTORS HALLIBURTON HOMESTAKE MINING HEINZ HONEYWELL HEWLETT PACKARD IBM INTERNATIONAL PAPER ITT INDUSTRIES JOHNSON AND JOHNSON K MART COCA COLA LIMITED INC MCDONALDS MINNESOTA M M (3M) MOBIL  Stock Option Stock Volume Spread Spread Volatility 

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