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
Full text not available from this repository.
Identification Number: 10.1016/S0169-2070(98)00027-2
Item Type: | Article |
---|---|
Divisions: | LSE |
Date Deposited: | 27 Apr 2007 |
Last Modified: | 15 May 2024 23:40 |
URI: | http://eprints.lse.ac.uk/id/eprint/1266 |
Actions (login required)
![]() |
View Item |