Does implied volatility provide any information beyond that captured in model-based volatility forecasts?
Ralf Becker, Adam E. Clements, Scott I. White
| Year of publication: |
2007
|
|---|---|
| Authors: | Becker, Ralf ; Clements, Adam ; White, Scott I. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 31.2007, 8, p. 2535-2549
|
| Subject: | Volatilität | Volatility | Informationseffizienz | Informational efficiency | Aktienindex | Stock index | USA | United States |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003522977