Work

The implied volatility term structure of stock index options

Year: 2007

Type: article

Source: Journal of Empirical Finance

DOI: 10.1016/j.jempfin.2006.06.003

Author: Scott Mixon

Institution: Commodity Futures Trading Commission

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2118333202

FWCI: 2.957

Cites: 38

Cited by: 70

Related to: 10