Option-implied volatility measures and stock return predictability
Xi Fu, Y. Eser Arisoy, Mark B. Shackleton, and Mehmet Umutlu
| Year of publication: |
2016
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|---|---|
| Authors: | Fu, Xi ; Arisoy, Yakup Eser ; Shackleton, Mark B. ; Umutlu, Mehmet |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 24.2016, 1, p. 58-78
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| Subject: | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Schätzung | Estimation | Optionspreistheorie | Option pricing theory | Börsenkurs | Share price |
| 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/10011687331