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%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
}
