Assessing the intraday relationship between implied and historical volatility
| Year of publication: |
1994
|
|---|---|
| Authors: | Kawaller, Ira G. ; Koch, Paul D. ; Peterson, John E. |
| Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 14.1994, 3, p. 323-346
|
| Publisher: |
John Wiley & Sons, Ltd. |