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A GARCH model of the implied volatility of the Swiss market index from option prices

✍ Scribed by Michael Sabbatini; Oliver Linton

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The quality of market volatility forecas

✍ Jeff Fleming 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 235 KB

The Determinants of Implied Volatility:

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Implied Volatility of Interest Rate Opti

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Empirical comparison of alternative stoc

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The GARCH Option Pricing Model: A Modifi

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Artificial neural network model of the h

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