Sabbatini, Michael and Linton, Oliver (1998) A GARCH model of the implied volatility of the Swiss market index from option prices. International Journal of Forecasting, 14 (2). pp. 199-213. ISSN 0169-2070
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Identification Number: 10.1016/S0169-2070(98)00027-2
| Item Type: | Article |
|---|---|
| Divisions: | LSE |
| Date Deposited: | 27 Apr 2007 |
| Last Modified: | 11 Sep 2025 06:05 |
| URI: | http://eprints.lse.ac.uk/id/eprint/1266 |
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