%0 Journal Article %1 Sabbatini1998 %A Sabbatini, Michael %A Linton, Oliver %D 1998 %J International Journal of Forecasting %K ARCH models %N 2 %P 199--213 %T A GARCH model of the implied volatility of the Swiss market index from option prices %U http://www.sciencedirect.com/science/article/B6V92-3VCK9K0-5/1/ba44cbdb572117b1f37c532a5b576a75 %V 14

@article{Sabbatini1998, added-at = {2008-04-22T15:17:45.000+0200}, author = {Sabbatini, Michael and Linton, Oliver}, biburl = {https://www.bibsonomy.org/bibtex/270d5b010e7bcaeaf1d2919101f1f7497/smicha}, day = 01, interhash = {6133a6053a46ee1b812cc5d0da791d9f}, intrahash = {70d5b010e7bcaeaf1d2919101f1f7497}, journal = {International Journal of Forecasting}, keywords = {ARCH models}, month = Jun, number = 2, pages = {199--213}, timestamp = {2008-04-22T15:32:47.000+0200}, title = {A GARCH model of the implied volatility of the Swiss market index from option prices}, url = {http://www.sciencedirect.com/science/article/B6V92-3VCK9K0-5/1/ba44cbdb572117b1f37c532a5b576a75}, volume = 14, year = 1998 }