The information content of alternate implied volatility models : case of Indian markets
A. Vinay Kumar; Shikha Jaiswal
| Year of publication: |
2013
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|---|---|
| Authors: | Kumar, A. Vinay ; Jaiswal, Shikha |
| Published in: |
Journal of emerging market finance. - Los Angeles, Calif. [u.a.] : Sage, ISSN 0972-6527, ZDB-ID 2136100-9. - Vol. 12.2013, 3, p. 293-321
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| Subject: | Black Scholes implied volatility | VIX | realised volatility | historical volatility | market efficiency | generalised method of movements | Volatilität | Volatility | Effizienzmarkthypothese | Efficient market hypothesis | Indien | India | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Börsenkurs | Share price |
| 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/10010360587