Testing the Expectations Hypothesis on the Term Structure of Volatilities Implied by Index Options : Study of the Indian Securities Market
| Year of publication: |
2007
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|---|---|
| Authors: | Dixit, Alok ; Yadav, Surendra S. ; Jain, P.K. |
| Published in: |
Journal of financial management and analysis : international review of finance. - Mumbai, ISSN 0970-4205, ZDB-ID 10720820. - Vol. 20.2007, 2, p. 38-55
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