Analysis of the term structure of implied volatilities

R Heijnen, AGZ Kemna, ACF (Ton) Vorst

Research output: Contribution to journal › Article › Academic › peer-review

114 Citations (Scopus)

Original language	Undefined/Unknown
Pages (from-to)	31-56
Number of pages	26
Journal	Journal of Financial and Quantitative Analysis
Volume	29
Issue number	1
Publication status	Published - 1994

Research programs

@article{db2870065c2f4e4f9ebe46899f1b255f,

title = "Analysis of the term structure of implied volatilities",

author = "R Heijnen and AGZ Kemna and Vorst, {ACF (Ton)}",

year = "1994",

language = "Undefined/Unknown",

volume = "29",

pages = "31--56",

journal = "Journal of Financial and Quantitative Analysis",

issn = "0022-1090",

publisher = "Cambridge University Press",

number = "1",

}