Determinants of Implied Volatility Function on the Nifty Index Options Market: Evidence from India
Year of publication: |
2008
|
---|---|
Authors: | Sehgal, Sanjay ; Vijayakumar, N. |
Published in: |
Asian Academy of Management Journal of Accounting and Finance. - Asian Academy of Management - AAM. - Vol. 4.2008, 1, p. 45-69
|
Publisher: |
Asian Academy of Management - AAM |
Subject: | volatility | moneyness | smile | asymmetry | causality |
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