Volatility forecasting in the framework of the option expiry cycle
Year of publication: |
1999
|
---|---|
Authors: | Gwilym, Owain Ap ; Buckle, Mike |
Published in: |
The European Journal of Finance. - Taylor & Francis Journals, ISSN 1351-847X. - Vol. 5.1999, 1, p. 73-94
|
Publisher: |
Taylor & Francis Journals |
Subject: | Volatility | Forecasting | Index Options |
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