Title of article
An empirical comparison of continuous-time models of implied volatility indices
Author/Authors
George Dotsis، نويسنده , , Dimitris Psychoyios، نويسنده , , George Skiadopoulos، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
20
From page
3584
To page
3603
Keywords
Implied volatility indices , VIX futures , Volatilityderivatives , Continuous-time estimation , Conditional characteristic function
Journal title
Journal of Banking and Finance
Serial Year
2007
Journal title
Journal of Banking and Finance
Record number
194142
Link To Document