An empirical comparison of continuous-time models of implied volatility indices
| Year of publication: |
2007
|
|---|---|
| Authors: | Dotsis, George ; Psychoyios, Dimitris ; Skiadopoulos, George |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 31.2007, 12, p. 3584-3603
|
| Publisher: |
Elsevier |