Title of article

Modelling implied volatility with OLS and panel data models

Author/Authors

Mthuli Ncube، نويسنده ,

Issue Information

روزنامه با شماره پیاپی سال 1996

Pages

14

From page

71

To page

84

Keywords

Time-varying volatility , option pricing , FT -SEl00Index , Implied Volatility , Panel data models

Journal title

Journal of Banking and Finance

Serial Year

1996

Journal title

Journal of Banking and Finance

Record number

192830