• Title of article

    Market risk and the concept of fundamental volatility: Measuring volatility across asset and derivative markets and testing for the impact of derivatives markets on financial markets

  • Author/Authors

    Soosung Hwang، نويسنده , , Stephen E. Satchell، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2000
  • Pages
    27
  • From page
    759
  • To page
    785
  • Keywords
    Kalman ®lter , Impliedvolatility , Stochastic volatility model , Fundamental volatility
  • Journal title
    Journal of Banking and Finance
  • Serial Year
    2000
  • Journal title
    Journal of Banking and Finance
  • Record number

    193183

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=193183