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
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=192830
