Relationship Between Implied and Ralized Volatility of S&P CNX Nifty Inde in India
| Year of publication: |
2008
|
|---|---|
| Authors: | Siba Prasada Panda, Niranjan Swain, D.K. Malhotra |
| Published in: |
Frontiers in Finance and Economics. - SKEMA Business School, ISSN 1814-2044. - Vol. 5.2008, 1, p. 85-105
|
| Publisher: |
SKEMA Business School |
| Subject: | implied volatility | realized volatility | two stage least square |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Classification: | C22 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; G10 - General Financial Markets. General |
| Source: |
Persistent link: https://www.econbiz.de/10004998271