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Forward/forward volatilities and the term structure of implied volatility

Owain Ap Gwilym, Mike Buckle, Mike Buckle Orcid Logo

Applied Economics Letters, Volume: 4, Issue: 5, Pages: 325 - 328

Swansea University Author: Mike Buckle Orcid Logo

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DOI (Published version): 10.1080/758532602

Published in: Applied Economics Letters
Published: 1997
URI: https://cronfa.swan.ac.uk/Record/cronfa18179
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first_indexed 2014-07-30T01:30:26Z
last_indexed 2018-02-09T04:52:31Z
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spelling 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
hierarchytype
hierarchy_top_id 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 0
active_str 0
published_date 1997-12-31T03:21:14Z
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score 10.99782

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