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Badshah, Ihsan's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
863 |
Total
Citations
3 |
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1.
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Badshah, Ihsan
Auckland University of Technology
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26 Feb 09
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Last Revised:
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04 Apr 10
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459
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implied volatility, implied volatility surface, options, principal component analysis, smirk
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2.
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Badshah, Ihsan
Auckland University of Technology
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16 Feb 09
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Last Revised:
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27 Jan 10
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324
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implied volatility, index options, volatility indexes, volatility-return relation, volatility transmissions.
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3.
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Badshah, Ihsan
Auckland University of Technology Frijns, Bart
Auckland University of Technology - Faculty of Business & Law Tourani Rad, Alireza
Auckland University of Technology - Faculty of Business & Law
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80
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spill-over, implied volatility indices
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4.
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Badshah, Ihsan
Auckland University of Technology
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27 Jan 10
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Last Revised:
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09 Apr 12
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Asymmetric return-volatility relation, implied volatility, index options, quantile regression, volatility index
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Records 1 -
4
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