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Items where Author is "Harun, Hanani Farhah"

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Number of items: 6.

Article

Harun, Hanani Farhah and Abdullah, Mimi Hafizah (2015) Implied adjusted volatility functions: Empirical evidence from Australian index option market. AIP Conference Proceedings , 1643. pp. 622-627. ISSN 0094-243X

Abdullah, Mimi Hafizah and Harun, Hanani Farhah and Nik Idris, Nik Ruzni (2014) Implied adjusted volatility by leland option pricing models: evidence from Australian index options. International Journal of Social, Management, Economics and Business Engineering, 8 (8). pp. 2599-2610. ISSN 1307-6892

Conference or Workshop Item

Abdullah, Mimi Hafizah and Harun, Hanani Farhah (2014) An investigation of implied volatility during financial crisis: Evidence from Australian index options. In: 3rd International Conference On Fundamental And Applied Sciences (ICFAS 2014), 3rd-5th June 2014, Kuala Lumpur, Malaysia.

Abdullah, Mimi Hafizah and Harun, Hanani Farhah (2014) An investigation of implied volatility during financial crisis: evidence from Australian index options. In: The 3rd International Conference on Fundamental and Applied Sciences, 3 – 5 Jun 2014, Kuala Lumpur.

Abdullah, Mimi Hafizah and Harun, Hanani Farhah and Nik Idris, Nik Ruzni (2014) Implied adjusted volatility by leland option pricing models: evidence from Australian index options. In: International Conference on Applied Mathematics (ICAM 2014), 18th-19th August 2014, Istanbul, Turkey. (Unpublished)

Harun, Hanani Farhah and Abdullah, Mimi Hafizah (2014) Implied adjusted volatility functions: empirical evidence from Australian index option market. In: The 2nd ISM International Statistical Conference 2014 with Applications in Sciences and Engineering (ISM-II) , 12th -14th August 2014, Kuantan, Pahang.

This list was generated on Thu Nov 23 00:13:14 2017 +08.