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Estimating and using GARCH models with VIX data for option valuation

Research output: Contribution to journalArticleScientificpeer-review

Details

Original languageEnglish
Pages (from-to)200-211
Number of pages12
JournalJournal of Banking and Finance
Volume43
DOIs
Publication statusPublished - 2014
Publication typeA1 Journal article-refereed

Publication forum classification

Field of science, Statistics Finland