The Term Structure of S&P100 Model-Free Volatilities

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Main Authors: LIM, Kian Guan, TING, Hian Ann, Christopher
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2013
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Online Access:https://ink.library.smu.edu.sg/lkcsb_research/3422
https://doi.org/10.1080/14697688.2012.751493
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Institution: Singapore Management University
Language: English
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spelling sg-smu-ink.lkcsb_research-44212015-04-27T03:56:52Z The Term Structure of S&P100 Model-Free Volatilities LIM, Kian Guan TING, Hian Ann, Christopher 2013-01-01T08:00:00Z text https://ink.library.smu.edu.sg/lkcsb_research/3422 info:doi/10.1080/14697688.2012.751493 https://doi.org/10.1080/14697688.2012.751493 Research Collection Lee Kong Chian School Of Business eng Institutional Knowledge at Singapore Management University Finance and Financial Management
institution Singapore Management University
building SMU Libraries
continent Asia
country Singapore
Singapore
content_provider SMU Libraries
collection InK@SMU
language English
topic Finance and Financial Management
spellingShingle Finance and Financial Management
LIM, Kian Guan
TING, Hian Ann, Christopher
The Term Structure of S&P100 Model-Free Volatilities
format text
author LIM, Kian Guan
TING, Hian Ann, Christopher
author_facet LIM, Kian Guan
TING, Hian Ann, Christopher
author_sort LIM, Kian Guan
title The Term Structure of S&P100 Model-Free Volatilities
title_short The Term Structure of S&P100 Model-Free Volatilities
title_full The Term Structure of S&P100 Model-Free Volatilities
title_fullStr The Term Structure of S&P100 Model-Free Volatilities
title_full_unstemmed The Term Structure of S&P100 Model-Free Volatilities
title_sort term structure of s&p100 model-free volatilities
publisher Institutional Knowledge at Singapore Management University
publishDate 2013
url https://ink.library.smu.edu.sg/lkcsb_research/3422
https://doi.org/10.1080/14697688.2012.751493
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