مرکز منطقه ای اطلاع رساني علوم و فناوري - An empirical comparison of continuous-time models of implied volatility indices

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 :

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 :