Forecasting volatility for options pricing for the U.K. stock market.

Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

Iaith wreiddiol	Saesneg
Tudalennau (o-i)	55-62
Cyfnodolyn	Journal of Financial Management and Analysis
Cyfrol	14
Rhif cyhoeddi	2
Statws	Cyhoeddwyd - 1 Gorff 2001

Dyfynnu hyn

@article{950f63a1470b437bb03e51cad1334a58,

title = "Forecasting volatility for options pricing for the U.K. stock market.",

author = "\{ap Gwilym\}, O.M. and \{Ap Gwilym\}, O.",

year = "2001",

month = jul,

day = "1",

language = "English",

volume = "14",

pages = "55--62",

journal = "Journal of Financial Management and Analysis",

issn = "0970-4205",

publisher = "Om Sai Ram Centre for Financial Management Research",

number = "2",

}