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La estructura temporal de las volatilidades implícitas en la opción sobre el Ibex-35

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  • Pilar Corredor Casado
  • Rafael Santamaría

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  • Pilar Corredor Casado & Rafael Santamaría, "undated". "La estructura temporal de las volatilidades implícitas en la opción sobre el Ibex-35," Studies on the Spanish Economy 04, FEDEA.
    • Handle: RePEc:fda:fdaeee:04
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    15. Nelson, Daniel B, 1991. "Conditional Heteroskedasticity in Asset Returns: A New Approach," Econometrica, Econometric Society, vol. 59(2), pages 347-370, March.
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