Empirical comparison of alternative implied volatility measures of the forecasting performance of future volatility
Dong Woo Rhee; Suk Joon Byun; Sol Kim
| Year of publication: |
2012
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|---|---|
| Authors: | Rhee, Dong Woo ; Byun, Suk Joon ; Kim, Sol |
| Published in: |
Asia-Pacific journal of financial studies. - Richmond : Wiley-Blackwell, ISSN 2041-9945, ZDB-ID 26166835. - Vol. 41.2012, 1, p. 103-124
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009958559