Looking into the relationship between implied and realized volatility : a study on S&P CNX Nifty index option
Year of publication: |
April 2016
|
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Authors: | Mishra, Alok Kumar ; Panda, Siba Prasad |
Published in: |
Eurasian economic review : a journal in applied macroeconomics and finance. - Heidelberg : Springer, ISSN 2147-429X, ZDB-ID 2646817-7. - Vol. 6.2016, 1, p. 67-96
|
Subject: | Implied volatility | Call and put option | Forecasting | Conditional volatility | Generalized error distribution | Error in variables | EWMA | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Index-Futures | Index futures |
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