An introduction to volatility models with indices
Work
Year: 2006
Type: article
Source: Applied Mathematics Letters
Authors Shelton Peiris, A. Thavaneswaran
Institution The University of Sydney
Cites: 17
Cited by: 12
Related to: 10
FWCI: 0.308
Citation percentile (by year/subfield): 78.7
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze