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HISTORICAL AND IMPLIED VOLATILITY: AN …

Australian Journal of Business and Management Research [112-120] | October-2011. HISTORICAL AND IMPLIED volatility : AN INVESTIGATION INTO NSE NIFTY FUTURES. AND OPTIONS. R Parasuraman Director SDM Institute for Management development Site No. 1, Chamundi Hills Road Siddarth Nagar, Mysore Karnatak 570011, India Ph: 91-821-2429722, 2429161, 2420490. E-mail: Ramudu (Corresponding Author). Professor of Finance Alliance University School of Business Anekal-Chandapura Main Road Anekal, Bangalore Karnataka 562106. Ph:91-80-30938107. E-mail: ABSTRACT.

Australian Journal of Business and Management Research Vol.1 No.7 [112-120] | October-2011 112 HISTORICAL AND IMPLIED VOLATILITY: AN INVESTIGATION INTO NSE NIFTY FUTURES

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