Estimating and using GARCH models with VIX data for option valuation
Research output: Contribution to journal › Article › Scientific › peer-review
Details
Original language | English |
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Pages (from-to) | 200-211 |
Number of pages | 12 |
Journal | Journal of Banking and Finance |
Volume | 43 |
DOIs | |
Publication status | Published - 2014 |
Publication type | A1 Journal article-refereed |