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Volatility forecasting in the framework of the option expiry cycle

Owain Ap Gwilym, Mike Buckle, Mike Buckle

The European Journal of Finance, Volume: 5, Issue: 1, Pages: 73 - 94

Swansea University Author: Mike Buckle

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DOI (Published version): 10.1080/135184799337190

Published in: The European Journal of Finance
Published: 1999
URI: https://cronfa.swan.ac.uk/Record/cronfa18174
first_indexed 2014-07-30T01:30:25Z
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spelling 2014-07-29T19:31:37.3302914 v2 18174 2014-07-29 Volatility forecasting in the framework of the option expiry cycle 756422b319676d1b53856d85363a4ae3 Mike Buckle Mike Buckle true false 2014-07-29 CBAE Journal Article The European Journal of Finance 5 1 73 94 31 12 1999 1999-12-31 10.1080/135184799337190 COLLEGE NANME Management School COLLEGE CODE CBAE Swansea University 2014-07-29T19:31:37.3302914 2014-07-29T19:31:37.3302914 Faculty of Humanities and Social Sciences School of Management - Accounting and Finance Owain Ap Gwilym 1 Mike Buckle 2 Mike Buckle 3
title Volatility forecasting in the framework of the option expiry cycle
spellingShingle Volatility forecasting in the framework of the option expiry cycle
Mike Buckle
title_short Volatility forecasting in the framework of the option expiry cycle
title_full Volatility forecasting in the framework of the option expiry cycle
title_fullStr Volatility forecasting in the framework of the option expiry cycle
title_full_unstemmed Volatility forecasting in the framework of the option expiry cycle
title_sort Volatility forecasting in the framework of the option expiry cycle
author_id_str_mv 756422b319676d1b53856d85363a4ae3
author_id_fullname_str_mv 756422b319676d1b53856d85363a4ae3_***_Mike Buckle
author Mike Buckle
author2 Owain Ap Gwilym
Mike Buckle
Mike Buckle
format Journal article
container_title The European Journal of Finance
container_volume 5
container_issue 1
container_start_page 73
publishDate 1999
institution Swansea University
doi_str_mv 10.1080/135184799337190
college_str Faculty of Humanities and Social Sciences
hierarchytype
hierarchy_top_id facultyofhumanitiesandsocialsciences
hierarchy_top_title Faculty of Humanities and Social Sciences
hierarchy_parent_id facultyofhumanitiesandsocialsciences
hierarchy_parent_title Faculty of Humanities and Social Sciences
department_str School of Management - Accounting and Finance{{{_:::_}}}Faculty of Humanities and Social Sciences{{{_:::_}}}School of Management - Accounting and Finance
document_store_str 0
active_str 0
published_date 1999-12-31T05:27:28Z
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score 11.102195

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