Modelling implied volatility with OLS and panel data models

Mthuli Ncube

Year of publication:	1996
Authors:	Ncube, Mthuli
Published in:	Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 20.1996, 1, p. 71-84
Subject:	Optionspreistheorie \| Option pricing theory \| Volatilität \| Volatility \| Index-Futures \| Index futures \| Theorie \| Theory \| Großbritannien \| United Kingdom

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