Title of article
A GARCH model of the implied volatility of the Swiss market index from option prices
Author/Authors
Michael Sabbatini، نويسنده , , Oliver Linton، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1998
Pages
15
From page
199
To page
213
Keywords
ARCH models , Simulation estimation , Swiss market index , Volatility , option pricing
Journal title
International Journal of Forecasting
Serial Year
1998
Journal title
International Journal of Forecasting
Record number
178769
Link To Document