Implied volatility term structure linkages between VDAX, VSMI and VSTOXX volatility indices

Global Finance Journal

Volumn 18, Issue 3, 2008, Pages 290-302

  Äijö, Janne ^a  

^a UNIVERSITY OF VAASA   (Finland)

Author keywords

Implied volatility term structure; Linkages; Volatility indices

Indexed keywords

EID: 38649133859     PISSN: 10440283     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.gfj.2006.11.003     Document Type: Article

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