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~isPartOf:"International financial forecasting"
~person:"Linton, Oliver"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
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A GARCH model of the implied volatility of the Swiss market index from option prices
Sabbatini, Michael
- In:
International journal of forecasting
14
(
1998
)
2
,
pp. 199-213
Persistent link: https://www.econbiz.de/10001338711
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