| Type of Material: | Thesis |
| Title: | Implied volatility structure and forecasting efficiency: evidence from Indian option market |
| Researcher: | Devanadhen, K |
| Guide: | Alex, K |
| Department: | Department of Commerce and Financial Studies |
| Publisher: | Bharathidasan University |
| Place: | Tiruchirappalli |
| Year: | April 2011 |
| Language: | English |
| Subject: | Implied volatility | Black-scholes-merton model | Realized volatility | Indian option market | Commerce |
| Dissertation/Thesis Note: | PhD |
| Fulltext: | Shodhganga |
| 000 | 00000ntm a2200000ua 4500 | |
| 001 | 257486 | |
| 003 | IN-AhILN | |
| 005 | 2013-12-04 11:22:22 | |
| 008 | __ | 120926t2011||||ii#||||g|m||||||||||eng|| |
| 035 | __ | |a(IN-AhILN)th_257486 |
| 040 | __ | |aBRDS_620024|dIN-AhILN |
| 041 | __ | |aeng |
| 100 | __ | |aDevanadhen, K|eResearcher |
| 110 | __ | |aDepartment of Commerce and Financial Studies|bBharathidasan University|dTiruchirappalli |
| 245 | __ | |aImplied volatility structure and forecasting efficiency: evidence from Indian option market |
| 260 | __ | |aTiruchirappalli|bBharathidasan University|cApril 2011 |
| 502 | __ | |bPhD |
| 518 | __ | |oDate of Notification|d2011-04 |
| 520 | __ | |aVolatility forecasting is an important task in financial market. The Black-Scholes formula provided investors a relationship between volatility and option value. Investors thereby could derive volatility implied from options traded in the market; this i |
| 653 | __ | |aImplied volatility |
| 653 | __ | |aBlack-scholes-merton model |
| 653 | __ | |aRealized volatility |
| 653 | __ | |aIndian option market |
| 653 | __ | |aCommerce |
| 700 | __ | |aAlex, K|eGuide |
| 856 | __ | |uhttp://shodhganga.inflibnet.ac.in/handle/10603/4844|yShodhganga |
| 905 | __ | |anotification |
User Feedback Comes Under This section.