A simple expected volatility (SEV) index : application to SET50 Index Options

Michael McAleer & Chatayan Wiphatthanananthakul

Year of publication:	2010
Authors:	McAleer, Michael ; Wiphatthanananthakul, Chatayan
Publisher:	Christchurch : Dep. of Economics and Finance, College of Business and Economics, Univ. of Canterbury
Subject:	Optionsgeschäft \| Option trading \| Volatilität \| Volatility \| Prognoseverfahren \| Forecasting model \| Modellierung \| Scientific modelling \| Zeitreihenanalyse \| Time series analysis \| Schätzung \| Estimation \| Thailand

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