Inferring Future Volatility from the Information in Implied...

Review of Financial Studies 1997 / SUM Vol. 10; Iss. 2

Inferring Future Volatility from the Information in Implied Volatility in Eurodollar Options: A New Approach

Kaushik I. Amin and Victor K. Ng
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Volume:
10
Language:
english
Journal:
The Review of Financial Studies
DOI:
10.2307/2962349
Date:
January, 1997
File:
PDF, 1.04 MB
english, 1997
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