On the errors and comparison of Vega estimation methods

Accounting and Finance

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Published

Standard

On the errors and comparison of Vega estimation methods. / Chung, S L; Shackleton, M B.
In: Journal of Futures Markets, Vol. 25, No. 1, 2005, p. 21-38.

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Harvard

Chung, SL & Shackleton, MB 2005, 'On the errors and comparison of Vega estimation methods', Journal of Futures Markets, vol. 25, no. 1, pp. 21-38.

APA

Chung, S. L., & Shackleton, M. B. (2005). On the errors and comparison of Vega estimation methods. Journal of Futures Markets, 25(1), 21-38.

Vancouver

Chung SL, Shackleton MB. On the errors and comparison of Vega estimation methods. Journal of Futures Markets. 2005;25(1):21-38.

Author

Chung, S L ; Shackleton, M B. / On the errors and comparison of Vega estimation methods. In: Journal of Futures Markets. 2005 ; Vol. 25, No. 1. pp. 21-38.

Bibtex

@article{f57669b9115846cfa05d93319c73e6e0,

title = "On the errors and comparison of Vega estimation methods",

author = "Chung, {S L} and Shackleton, {M B}",

year = "2005",

language = "English",

volume = "25",

pages = "21--38",

journal = "Journal of Futures Markets",

issn = "0270-7314",

publisher = "Wiley-Liss Inc.",

number = "1",

}

RIS

TY - JOUR

T1 - On the errors and comparison of Vega estimation methods

AU - Chung, S L

AU - Shackleton, M B

PY - 2005

Y1 - 2005

M3 - Journal article

VL - 25

SP - 21

EP - 38

JO - Journal of Futures Markets

JF - Journal of Futures Markets

SN - 0270-7314

IS - 1

ER -

Research