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Conference Paper: The Determinants of the Implied Volatility Function: Evidence from Hang Seng Index Option Market in Hong Kong

TitleThe Determinants of the Implied Volatility Function: Evidence from Hang Seng Index Option Market in Hong Kong
Authors
Chang, ECShi, Q
Issue Date2004
Citation
Asian Association of Derivatives, 2004 How to Cite?
Persistent Identifierhttp://hdl.handle.net/10722/112415

 

DC FieldValueLanguage
dc.contributor.authorChang, ECen_HK
dc.contributor.authorShi, Qen_HK
dc.date.accessioned2010-09-26T03:31:03Z-
dc.date.available2010-09-26T03:31:03Z-
dc.date.issued2004en_HK
dc.identifier.citationAsian Association of Derivatives, 2004-
dc.identifier.urihttp://hdl.handle.net/10722/112415-
dc.languageengen_HK
dc.relation.ispartofAsian Association of Derivativesen_HK
dc.titleThe Determinants of the Implied Volatility Function: Evidence from Hang Seng Index Option Market in Hong Kongen_HK
dc.typeConference_Paperen_HK
dc.identifier.emailChang, EC: ecchang@business.hku.hken_HK
dc.identifier.authorityChang, EC=rp01050en_HK
dc.identifier.hkuros104963en_HK

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