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isPartOf:"Journal of banking & finance"
subject:"United States"
~person:"Dotsis, George"
~source:"econis"
~subject:"Derivat"
~subject:"Index futures"
~subject:"Index number"
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An empirical comparison of continuous-time models of implied volatility indices
Dotsis, George
;
Psychoyios, Dimitris
;
Skiadopoulos, George
- In:
Journal of banking & finance
31
(
2007
)
12
,
pp. 3584-3603
Persistent link: https://www.econbiz.de/10003604337
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