Journal article 1228 views
Forward/forward volatilities and the term structure of implied volatility
Applied Economics Letters, Volume: 4, Issue: 5, Pages: 325 - 328
Swansea University Author: Mike Buckle
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DOI (Published version): 10.1080/758532602
Abstract
Forward/forward volatilities and the term structure of implied volatility
Published in: | Applied Economics Letters |
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Published: |
1997
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URI: | https://cronfa.swan.ac.uk/Record/cronfa18179 |
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2014-07-29T19:39:49.3150032 v2 18179 2014-07-29 Forward/forward volatilities and the term structure of implied volatility 756422b319676d1b53856d85363a4ae3 0000-0002-5767-2217 Mike Buckle Mike Buckle true false 2014-07-29 BAF Journal Article Applied Economics Letters 4 5 325 328 31 12 1997 1997-12-31 10.1080/758532602 COLLEGE NANME Accounting and Finance COLLEGE CODE BAF Swansea University 2014-07-29T19:39:49.3150032 2014-07-29T19:39:49.3150032 Faculty of Humanities and Social Sciences School of Management - Accounting and Finance Owain Ap Gwilym 1 Mike Buckle 2 Mike Buckle 0000-0002-5767-2217 3 |
title |
Forward/forward volatilities and the term structure of implied volatility |
spellingShingle |
Forward/forward volatilities and the term structure of implied volatility Mike Buckle |
title_short |
Forward/forward volatilities and the term structure of implied volatility |
title_full |
Forward/forward volatilities and the term structure of implied volatility |
title_fullStr |
Forward/forward volatilities and the term structure of implied volatility |
title_full_unstemmed |
Forward/forward volatilities and the term structure of implied volatility |
title_sort |
Forward/forward volatilities and the term structure of implied volatility |
author_id_str_mv |
756422b319676d1b53856d85363a4ae3 |
author_id_fullname_str_mv |
756422b319676d1b53856d85363a4ae3_***_Mike Buckle |
author |
Mike Buckle |
author2 |
Owain Ap Gwilym Mike Buckle Mike Buckle |
format |
Journal article |
container_title |
Applied Economics Letters |
container_volume |
4 |
container_issue |
5 |
container_start_page |
325 |
publishDate |
1997 |
institution |
Swansea University |
doi_str_mv |
10.1080/758532602 |
college_str |
Faculty of Humanities and Social Sciences |
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facultyofhumanitiesandsocialsciences |
hierarchy_top_title |
Faculty of Humanities and Social Sciences |
hierarchy_parent_id |
facultyofhumanitiesandsocialsciences |
hierarchy_parent_title |
Faculty of Humanities and Social Sciences |
department_str |
School of Management - Accounting and Finance{{{_:::_}}}Faculty of Humanities and Social Sciences{{{_:::_}}}School of Management - Accounting and Finance |
document_store_str |
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active_str |
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published_date |
1997-12-31T03:21:14Z |
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1763750628062920704 |
score |
11.029921 |