On the informational efficiency of S&P500 implied volatility
| Year of publication: |
2006
|
|---|---|
| Authors: | Becker, Ralf ; Clements, Adam E. ; White, Scott I. |
| Published in: |
The North American Journal of Economics and Finance. - Elsevier, ISSN 1062-9408. - Vol. 17.2006, 2, p. 139-153
|
| Publisher: |
Elsevier |