Browsing Student Projects by Author "Viswanathan, Karthik"
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Implied Volatility: predictive power in forecasting future realized volatility
Kumar, Vikas; Viswanathan, Karthik (Indian Institute of Management, Ahmedabad, 2006)This paper studies the relationship between implied and realized volatility by using daily CNX NIFTY index option prices over the period between January 2001 and December 2005. in particular, We want to test the how ...