On the relationship of implied, realized and historical volatility : evidence from NSE equity index options
Puja Padhi; Imlak Shaikh
| Year of publication: |
2014
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|---|---|
| Authors: | Padhi, Puja ; Shaikh, Imlak |
| Published in: |
Journal of business economics and management. - Vilnius : VTGU Press Technika, ISSN 1611-1699, ZDB-ID 2208925-1. - Vol. 15.2014, 5, p. 915-934
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| Subject: | call implied volatility | put implied volatility | realized volatility | historical volatility | measurement errors | two stage least squares | instrumental variable | Volatilität | Volatility | Index-Futures | Index futures | Optionsgeschäft | Option trading | Zeitreihenanalyse | Time series analysis | Optionspreistheorie | Option pricing theory | Aktienindex | Stock index | Schätztheorie | Estimation theory | ARCH-Modell | ARCH model |
| Extent: | graph. Darst. |
|---|---|
| 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/10010484378