Market imperfections and the information content of implied and realized volatility
| Year of publication: |
2009
|
|---|---|
| Authors: | Wong, Woon K. ; Tu, Anthony H. |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 13434202. - Vol. 17.2009, 1, p. 58-79
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