Is implied volatility forward looking? : evidence from India
Year of publication: |
2018
|
---|---|
Authors: | Rani, Neelam |
Published in: |
Research bulletin / The Institute of Cost Accountants of India. - Kolkata : [Verlag nicht ermittelbar], ISSN 2230-9241, ZDB-ID 2830259-X. - Vol. 44.2018, 1, p. 82-92
|
Subject: | Stock Market Volatility | Option Pricing | Implied Volatility | Realized Volatility | Historical Volatility | Future Volatility | Volatilität | Volatility | Indien | India | Optionspreistheorie | Option pricing theory | Derivat | Derivative | ARCH-Modell | ARCH model | Index-Futures | Index futures |
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