International evidence on alternative models of the term structure of volatilities

Journal of Futures Markets

Volumn 29, Issue 7, 2009, Pages 653-683

  Díaz, Antonio ^a   Meneu, Vicente ^b   Navarro, Eliseo ^a  

^a UNIVERSITY OF CASTILLA LA MANCHA   (Spain)

^b UNIVERSITY OF VALENCIA   (Spain)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 67249139806     PISSN: 02707314     EISSN: 10969934     Source Type: Journal    
DOI: 10.1002/fut.20377     Document Type: Article

References (27)

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