Stock Returns, Implied Volatility Innovations, and the...

Journal of Financial and Quantitative Analysis 2006 / 6 Vol. 41; Iss. 2

Stock Returns, Implied Volatility Innovations, and the Asymmetric Volatility Phenomenon

Dennis, Patrick, Mayhew, Stewart, Stivers, Chris
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Volume:
41
Language:
english
Journal:
Journal of Financial and Quantitative Analysis
DOI:
10.1017/s0022109000002118
Date:
June, 2006
File:
PDF, 159 KB
english, 2006
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