Model-Free Single-Name Volatility Indices of Stocks and Their Volatility Term Structures

Author

Chyng Wen TEE, Singapore Management UniversityFollow
Hian Ann, Christopher TING, Singapore Management UniversityFollow

Publication Type

Working Paper

Publication Date

2013

Discipline

Business

Research Areas

Quantitative Finance

Citation

TEE, Chyng Wen and TING, Hian Ann, Christopher. Model-Free Single-Name Volatility Indices of Stocks and Their Volatility Term Structures. (2013).
Available at: https://ink.library.smu.edu.sg/lkcsb_research/4534