Asymmetric Return-Volatility Relation, Volatility Transmission and Implied Volatility Indexes

Ihsan Ullah Badshah

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Scientific

Original language	English
Title of host publication	Conference proceedings: Financial Management Association (FMA) International
Number of pages	32
Place of Publication	Turin, Italy
Publication date	2009
Publication status	Published - 2009
MoE publication type	B3 Article in conference proceedings
Event	Unknown host publication - Turin, Italy, Italy Duration: 02.06.2009 → 05.06.2009

Access to Document

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title = "Asymmetric Return-Volatility Relation, Volatility Transmission and Implied Volatility Indexes",

author = "Badshah, {Ihsan Ullah}",

note = " Volume: Proceeding volume: ; Unknown host publication ; Conference date: 02-06-2009 Through 05-06-2009",

year = "2009",

language = "English",

booktitle = "Conference proceedings: Financial Management Association (FMA) International",

}

TY - GEN

T1 - Asymmetric Return-Volatility Relation, Volatility Transmission and Implied Volatility Indexes

AU - Badshah, Ihsan Ullah

N1 - Volume: Proceeding volume:

PY - 2009

Y1 - 2009

M3 - Conference contribution

BT - Conference proceedings: Financial Management Association (FMA) International

CY - Turin, Italy

T2 - Unknown host publication

Y2 - 2 June 2009 through 5 June 2009

ER -