A GARCH model of the implied volatility of the Swiss market index from option prices
| Year of publication: |
1998
|
|---|---|
| Authors: | Sabbatini, Michael ; Linton, Oliver |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943x. - Vol. 14.1998, 2, p. 199-214
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