Fourier Analysis of India's Implied Volatility Index
Year of publication: |
2016
|
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Authors: | Slivka, Ronald T. |
Other Persons: | Chang, Chun (contributor) ; Yu, Sharon (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Indien | India | Volatilität | Volatility | Aktienindex | Stock index |
Extent: | 1 Online-Ressource (21 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Indian Journal of Finance, Vol.8, No. 10, October 2014, pp. 7-19 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 19, 2014 erstellt |
Classification: | G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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