Dynamic linkages between implied volatility indices of developed and emerging financial markets : an econometric approach
Divya Gupta; Usha Kamilla
| Year of publication: |
2015
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|---|---|
| Authors: | Gupta, Divya ; Kamilla, Usha |
| Published in: |
Global business review. - New Delhi [u.a.] : Sage, ISSN 0972-1509, ZDB-ID 2004354-5. - Vol. 16.2015, 5, Suppl., p. 46-57
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| Subject: | Implied volatility indices | option prices | volatility forecasts | volatility spillovers | Volatilität | Volatility | Finanzmarkt | Financial market | Prognoseverfahren | Forecasting model | Optionspreistheorie | Option pricing theory | Index-Futures | Index futures | Aktienindex | Stock index | ARCH-Modell | ARCH model | Schätzung | Estimation | Derivat | Derivative |
| 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/10011410378