Implied volatility and the risk-return relation : a note
Angelos Kanas
| Year of publication: |
2013
|
|---|---|
| Authors: | Kanas, Angelos |
| Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 18.2013, 2, p. 159-164
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| Subject: | S&P 500 | implied volatility index | GARCH-M | risk-return relation | Volatilität | Volatility | Risiko | Risk | Kapitaleinkommen | Capital income | Optionsgeschäft | Option trading | ARCH-Modell | ARCH model | Index-Futures | Index futures |
| 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/10010356000