Behaviour and determinants of implied volatility in Indian market
Narain, Narander Kumar Nigam and Piyush Pandey
| Year of publication: |
2016
|
|---|---|
| Authors: | Narain ; Nigam, Narander Kumar ; Pandey, Piyush |
| Published in: |
Journal of advances in management research : JAMR. - Bingley : Emerald, ISSN 0972-7981, ZDB-ID 2529536-6. - Vol. 13.2016, 3, p. 271-291
|
| Subject: | Implied volatility | Index options | Moneyness | Smile asymmetry | Vector autoregressions | Volatilität | Volatility | Index-Futures | Index futures | Indien | India | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Schätzung | Estimation | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/JAMR-09-2015-0062 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011634555