An empirical comparison of continuous-time models of implied volatility indices
George Dotsis; Dimitris Psychoyios; George Skiadopoulos
| Year of publication: |
2007
|
|---|---|
| Authors: | Dotsis, George ; Psychoyios, Dimitris ; Skiadopoulos, George |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 31.2007, 12, p. 3584-3603
|
| Subject: | Volatilität | Volatility | Derivat | Derivative | Index | Index number | Index-Futures | Index futures | EU-Staaten | EU countries | USA | United States |
| Extent: | Graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003604337