ESTIMATING EXPECTED EXCESS RETURNS USING HISTORICAL AND OPTION-IMPLIED VOLATILITY
| Year of publication: |
2006
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|---|---|
| Authors: | Corrado, Charles J. ; Miller, Thomas W. |
| Published in: |
The journal of financial research : a publ. of the School of Business Administration, Georgetown University. - Malden, Mass. [u.a.] : Blackwell Publishing, ISSN 0270-2592, ZDB-ID 8753532. - Vol. 29.2006, 1, p. 95-112
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