Implied volatility in oil markets

SA Borovkova, FJ Permana

Research output: Contribution to journalArticleScientificpeer-review

6 Citations (Scopus)
Original languageUndefined/Unknown
Pages (from-to)2022-2039
Number of pages18
JournalComputational Statistics & Data Analysis
Volume53
Publication statusPublished - 2009

Keywords

  • CWTS 0.75 <= JFIS < 2.00

Cite this

Borovkova, SA., & Permana, FJ. (2009). Implied volatility in oil markets. Computational Statistics & Data Analysis, 53, 2022-2039.