Open AccessEmpirical Analysis of Stock Market Volatility using Implied volatility as a variable to GARCH Models
Author(s) -
Himani Arya,
Dinesh K. Sharma
Publication year - 2018
Publication title -
effulgence
Language(s) - English
Resource type - Journals
eISSN - 2456-6675
pISSN - 0972-8058
DOI - 10.33601/effulgence.rdias/v16/ispl1/2018/article0.4
Subject(s) - implied volatility , volatility smile , volatility (finance) , econometrics , forward volatility , autoregressive conditional heteroskedasticity , volatility swap , financial economics , economics , stock market , stochastic volatility , volatility risk premium , variance swap , geology , paleontology , horse