The Nelson–Siegel Model of the Term Structure of Option Implied Volatility and Volatility Components
Work
Year: 2014
Type: article
Source: Journal of Futures Markets
Institutions Renmin University of China, Xiamen University
Cites: 26
Cited by: 25
Related to: 10
FWCI: 3.269
Citation percentile (by year/subfield): 97.17
Subfield: Finance
Domain: Social Sciences
Open Access status: closed