Empirical Analysis of Stock Market Volatility using Implied volatility as a variable to GARCH Models

Arya, Himani; Sharma, Dinesh K.

doi:10.33601/effulgence.rdias/v16/ispl1/2018/article0.4

Effulgence-a Management Journal

2018

DOI: 10.33601/effulgence.rdias/v16/ispl1/2018/article0.4

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Empirical Analysis of Stock Market Volatility using Implied volatility as a variable to GARCH Models

Himani Arya¹,

Dinesh K. Sharma²

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Empirical Analysis of Stock Market Volatility using Implied volatility as a variable to GARCH Models

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