Modelling the Top40 volatility skew: A principal component analysis approach

Published in: Investment Analysts Journal
Volume 37 , issue 68 , 2008 , pages: 31–38

DOI: 10.1080/10293523.2008.11082502

Author(s): L Bonney [AN0001] , G Shannon [AN0001] , N Uys [AN0001]

There is no abstract available for this article, however you may find a scanned version of the first page here .

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