Work

The Implied Volatility of Australian Index Options

Year: 2008

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.500165

Authors: Sean Dowling, Jayaram Muthuswamy

Institutions: Reserve Bank of Australia, Kent State University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W467698357

Cites: 43

Cited by: 36

Related to: 10