GARCH option pricing models: a multivariate VIX estimation approach

Additional Metadata
Keywords	GARCH option pricing models; GARCH implied VIX; the CBOE VIX; Volatility risk premium; Multivariate VIX
Thesis Advisor	Vladimirov, E
Persistent URL	hdl.handle.net/2105/73464
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Overduin, B.P. (2024, September 18). GARCH option pricing models: a multivariate VIX estimation approach. Econometrie. Retrieved from http://hdl.handle.net/2105/73464

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