Niranjan Swain

Birla Institute of Technology & Science (BITS), Pilani

Pilani Campus

Vidya Vihar

Pilani, Rajasthan 333 031

India

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Scholarly Papers (1)

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Relationship Between Implied and Realized Volatility of S&P CNX Index in India

Frontiers in Finance and Economics, Vol. 5, No. 1, pp. 85-105, April 2008
Number of pages: 21 Posted: 27 Nov 2009 Last Revised: 29 Feb 2012
TransMarket Group Research (India) Pvt. Ltd., Mumbai, Birla Institute of Technology & Science (BITS), Pilani and Thomas Jefferson University
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Abstract:

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Implied Volatility, Realized Volatility, Two Stage Least Square