The evolving dynamics of the Australian SPI 200 implied volatility surface

Hassan Tanha, Michael Dempsey

Year of publication:	July 2016
Authors:	Tanha, Hassan ; Dempsey, Michael
Published in:	Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 43.2016, p. 44-57
Subject:	Implied volatility \| VIX \| Volatility forecasts \| Informational efficiency \| Volatilität \| Volatility \| Australien \| Australia \| Prognoseverfahren \| Forecasting model \| Optionspreistheorie \| Option pricing theory \| Informationseffizienz \| Optionsgeschäft \| Option trading \| Index-Futures \| Index futures

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