The Library
Browse by Funded research at the University of Warwick
Up a level |
Jump to: Conference Item
Number of items: 1.
Conference Item
Konstantinidi, Eirini, Skiadopoulos, George and Tzakaraki, Emilia (2008) Can the evolution of implied volatility be forecasted? Evidence from European and US implied volatility indices. In: 19th Australasian Finance and Banking Conference, Sydney, Australia, 13-15 Dec, 2006. Published in: Journal of Banking & Finance, Volume 32 (Number 11). pp. 2401-2411. doi:10.1016/j.jbankfin.2008.02.003 ISSN 0378-4266.