Deviations from Put-Call Parity and Volatility Prediction:...

Deviations from Put-Call Parity and Volatility Prediction: Evidence from the Taiwan Index Option Market

Chen, Chin-Ho, Chung, Huimin, Yuan, Shu-Fang
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Volume:
34
Language:
english
Journal:
Journal of Futures Markets
DOI:
10.1002/fut.21655
Date:
December, 2014
File:
PDF, 785 KB
english, 2014
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