Using implied volatility on options to measure the relation...

Journal of Banking & Finance 2001 Vol. 25; Iss. 7

Using implied volatility on options to measure the relation between asset returns and variability

Wallace N Davidson, Jin Kyoung Kim, Evren Ors, Andrew Szakmary
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Volume:
25
Year:
2001
Language:
english
DOI:
10.1016/s0378-4266(00)00128-x
File:
PDF, 163 KB
english, 2001
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