No Cover Image

Journal article 953 views

Volatility forecasting in the framework of the option expiry cycle

Owain Ap Gwilym, Mike Buckle, Mike Buckle Orcid Logo

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

Swansea University Author: Mike Buckle Orcid Logo

Full text not available from this repository: check for access using links below.

DOI (Published version): 10.1080/135184799337190

Published in: The European Journal of Finance
Published: 1999
URI: https://cronfa.swan.ac.uk/Record/cronfa18174
Tags: Add Tag
No Tags, Be the first to tag this record!
first_indexed 2014-07-30T01:30:25Z
last_indexed 2018-02-09T04:52:31Z
id cronfa18174
recordtype SURis
fullrecord <?xml version="1.0"?><rfc1807><datestamp>2014-07-29T19:31:37.3302914</datestamp><bib-version>v2</bib-version><id>18174</id><entry>2014-07-29</entry><title>Volatility forecasting in the framework of the option expiry cycle</title><swanseaauthors><author><sid>756422b319676d1b53856d85363a4ae3</sid><ORCID>0000-0002-5767-2217</ORCID><firstname>Mike</firstname><surname>Buckle</surname><name>Mike Buckle</name><active>true</active><ethesisStudent>false</ethesisStudent></author></swanseaauthors><date>2014-07-29</date><deptcode>BAF</deptcode><abstract/><type>Journal Article</type><journal>The European Journal of Finance</journal><volume>5</volume><journalNumber>1</journalNumber><paginationStart>73</paginationStart><paginationEnd>94</paginationEnd><publisher/><keywords/><publishedDay>31</publishedDay><publishedMonth>12</publishedMonth><publishedYear>1999</publishedYear><publishedDate>1999-12-31</publishedDate><doi>10.1080/135184799337190</doi><url/><notes/><college>COLLEGE NANME</college><department>Accounting and Finance</department><CollegeCode>COLLEGE CODE</CollegeCode><DepartmentCode>BAF</DepartmentCode><institution>Swansea University</institution><apcterm/><lastEdited>2014-07-29T19:31:37.3302914</lastEdited><Created>2014-07-29T19:31:37.3302914</Created><path><level id="1">Faculty of Humanities and Social Sciences</level><level id="2">School of Management - Accounting and Finance</level></path><authors><author><firstname>Owain Ap</firstname><surname>Gwilym</surname><order>1</order></author><author><firstname>Mike</firstname><surname>Buckle</surname><order>2</order></author><author><firstname>Mike</firstname><surname>Buckle</surname><orcid>0000-0002-5767-2217</orcid><order>3</order></author></authors><documents/><OutputDurs/></rfc1807>
spelling 2014-07-29T19:31:37.3302914 v2 18174 2014-07-29 Volatility forecasting in the framework of the option expiry cycle 756422b319676d1b53856d85363a4ae3 0000-0002-5767-2217 Mike Buckle Mike Buckle true false 2014-07-29 BAF Journal Article The European Journal of Finance 5 1 73 94 31 12 1999 1999-12-31 10.1080/135184799337190 COLLEGE NANME Accounting and Finance COLLEGE CODE BAF 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 0000-0002-5767-2217 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 1999-12-31T03:21:13Z
_version_ 1763750627459989504
score 11.013148

Similar Items