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

Siba Prasada Panda, Niranjan Swain, D.K. Malhotra ()
Additional contact information
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
References: Add references at CitEc
Citations Track citations by RSS feed

Downloads: (external link)
http://www.ffe.esc-lille.com/papers/Vol5-1ms127Panda.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ffe:journl:v:5:y:2008:i:1:p:85-105

Access Statistics for this article

Frontiers in Finance and Economics is currently edited by Ephraim Clark

More articles in Frontiers in Finance and Economics from SKEMA Business School
Series data maintained by Sophie Bodo (). This e-mail address is bad, please contact .