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An empirical comparison of continuous-time models of implied volatility indices

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  • Dotsis, George
  • Psychoyios, Dimitris
  • Skiadopoulos, George

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  • Dotsis, George & Psychoyios, Dimitris & Skiadopoulos, George, 2007. "An empirical comparison of continuous-time models of implied volatility indices," Journal of Banking & Finance, Elsevier, vol. 31(12), pages 3584-3603, December.
    • Handle: RePEc:eee:jbfina:v:31:y:2007:i:12:p:3584-3603
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