Analysis of the Term Structure of Implied Volatilities

A.G.Z. Kemna, R. Heijnen, A.C.F. Vorst

Research output: Contribution to Journal › Article › Academic › peer-review

Original language	English
Pages (from-to)	31-51
Journal	Journal of Financial and Quantitative Analysis
Volume	29
Issue number	1
DOIs	https://doi.org/10.2307/2331189
Publication status	Published - 1994

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@article{a6802b0f55134c5ab2b5adcabc96b081,

title = "Analysis of the Term Structure of Implied Volatilities",

author = "A.G.Z. Kemna and R. Heijnen and A.C.F. Vorst",

year = "1994",

doi = "10.2307/2331189",

language = "English",

volume = "29",

pages = "31--51",

journal = "Journal of Financial and Quantitative Analysis",

issn = "0022-1090",

publisher = "Cambridge University Press",

number = "1",

}