A simple expected volatility (SEV) index: application to SET50 index options

C Wiphatthanananthakul, Michael McAleer

Research output: Book/Report/Inaugural speech/Farewell speechReportAcademic

Original languageUndefined/Unknown
Place of Publication3000 DR Rotterdam
Number of pages43
EditionEI report serie EI 2008-35
Publication statusPublished - 2008

Publication series

SeriesEI report serie
VolumeEI 2008-35

Research programs

  • EUR ESE 31

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