A GARCH model of the implied volatility of the Swiss market index from option prices

Sabbatini, Michael; and Linton, Oliver (1998) A GARCH model of the implied volatility of the Swiss market index from option prices International Journal of Forecasting, 14 (2). pp. 199-213. ISSN 0169-2070

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Item Type	Article
Departments	LSE
DOI	10.1016/S0169-2070(98)00027-2
Date Deposited	27 Apr 2007
URI	https://researchonline.lse.ac.uk/id/eprint/1266

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Sabbatini, Michael
Linton, Oliver

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