Open AccessImplied Volatility Forecasting in the Options Market: A Survey
Author(s) -
Najmi Ismail Murad Samsudin,
Azhar Mohamad
Publication year - 2016
Publication title -
sains humanika
Language(s) - English
Resource type - Journals
ISSN - 2289-6996
DOI - 10.11113/sh.v8n2.721
Subject(s) - implied volatility , volatility swap , volatility smile , volatility (finance) , volatility risk premium , economics , variance swap , forward volatility , econometrics , predictive power , financial economics , stochastic volatility , philosophy , epistemology
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