Open AccessImplied Volatility V/s Realized Volatility A Forecasting Dimension for Indian Markets
Author(s) -
Karam Pal Narwal,
Ved Pal Sheera,
Ruhee Mittal
Publication year - 2016
Publication title -
delhi business review
Language(s) - English
Resource type - Journals
eISSN - 2277-7725
pISSN - 0972-222X
DOI - 10.51768/dbr.v17i2.172201606
Subject(s) - volatility (finance) , implied volatility , variance swap , economics , forward volatility , volatility risk premium , financial economics , volatility swap , volatility smile , econometrics , realized variance , monetary economics