Implied volatility from the term structure : a simple analytical approximation
Year of publication: |
1997
|
---|---|
Authors: | Steeley, James M. |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 57.1997, 3, p. 345-352
|
Subject: | Zinsstruktur | Yield curve | Volatilität | Volatility | Theorie | Theory | USA | United States |
-
Specification analysis of affine term structure models
Dai, Qiang, (1997)
-
Poisson-Gaussian processes and the bond market
Das, Sanjiv R., (1998)
-
Yield curve factors, term structure volatility, and bond risk premia
Hautsch, Nikolaus, (2008)
- More ...
-
The leverage effect in the UK stock market
Chelley-Steeley, Patricia L., (2005)
-
On the existence of visual technical patterns in the UK stock market
Dawson, Edward R., (2003)
-
Forecasting the volatility of the<scp>A</scp>ustralian dollar using high‐frequency data
Bailey, George, (2019)
- More ...