Relationship Between Implied and Ralized Volatility of S&P CNX Nifty Inde in India

Siba Prasada Panda, Niranjan Swain, D.K. Malhotra ()
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Siba Prasada Panda, Niranjan Swain, D.K. Malhotra: TransMarket Group Research (India) Pvt. Ltd

Frontiers in Finance and Economics, 2008, vol. 5, issue 1, 85-105

Keywords: implied volatility; realized volatility; two stage least square (search for similar items in EconPapers)
JEL-codes: C22 C53 G10 (search for similar items in EconPapers)
Date: 2008
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