Calibration of Stock Betas from Skews of Implied Volatilities (Q3004479)
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scientific article; zbMATH DE number 5903441
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Calibration of Stock Betas from Skews of Implied Volatilities |
scientific article; zbMATH DE number 5903441 |
Statements
Calibration of Stock Betas from Skews of Implied Volatilities (English)
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3 June 2011
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CAPM
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stock betas
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stochastic volatility
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implied volatility
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0.88830495
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0.86541915
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0.8644276
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0.85877925
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0.8580831
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0.8549433
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0.8537555
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0.84790283
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0.8456553
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