Is implied volatility forward looking? : evidence from India
Neelam Rani
| Year of publication: |
2018
|
|---|---|
| Authors: | Rani, Neelam |
| Published in: |
Research bulletin / The Institute of Cost Accountants of India. - Kolkata : [Verlag nicht ermittelbar], ISSN 2230-9241, ZDB-ID 2830259-X. - Vol. 44.2018, 1, p. 82-92
|
| Subject: | Stock Market Volatility | Option Pricing | Implied Volatility | Realized Volatility | Historical Volatility | Future Volatility | Volatilität | Volatility | Indien | India | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Index-Futures | Index futures | ARCH-Modell | ARCH model | Optionsgeschäft | Option trading | Aktienmarkt | Stock market |
| 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/10012130150