Estimating and using GARCH models with VIX data for option valuation
Year of publication: |
2014
|
---|---|
Authors: | Kanniainen, Juho ; Lin, Binghuan ; Yang, Hanxue |
Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 43.2014, C, p. 200-211
|
Publisher: |
Elsevier |
Subject: | Option valuation | VIX | GARCH | Estimation |
-
Estimating and using GARCH models with VIX data for option valuation
Kanniainen, Juho, (2014)
-
Does VIX or volume improve GARCH volatility forecasts?
Kambouroudis, Dimos S., (2016)
-
Wang, Jying-Nan, (2014)
- More ...
-
Estimating and using GARCH models with VIX data for option valuation
Kanniainen, Juho, (2014)
-
Estimating and Using GARCH Models with VIX Data for Option Valuation
Kanniainen, Juho, (2016)
-
Practitioner's Guide on the Use of Cloud Computing in Finance
Lin, Binghuan, (2017)
- More ...