Items where Author is "Sabbatini, Michael"

Sabbatini, Michael and Linton, Oliver (2004) A GARCH model of the implied volatility of the Swiss Market Index from options prices. Financial Markets Group Discussion Papers (516). Financial Markets Group, The London School of Economics and Political Science, London, UK.

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