FORECASTING STOCK INDEX VOLATILITY: COMPARING IMPLIED...

Journal of Financial Research 2007 Vol. 30; Iss. 2

FORECASTING STOCK INDEX VOLATILITY: COMPARING IMPLIED VOLATILITY AND THE INTRADAY HIGH–LOW PRICE RANGE

Charles Corrado, Cameron Truong
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Volume:
30
Year:
2007
Language:
english
Pages:
15
DOI:
10.1111/j.1475-6803.2007.00210.x
File:
PDF, 100 KB
english, 2007
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