Work

Modelling implied volatility with OLS and panel data models

Year: 1996

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/0378-4266(94)00109-x

Author: Mthuli Ncube

Institution: London School of Economics and Political Science

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2019821755

FWCI: 1.596

Cites: 47

Cited by: 25

Related to: 10