Some evidence on option prices as predictors of volatility
Malcolm Edey and Graham Elliott
| Year of publication: |
1992
|
|---|---|
| Authors: | Edey, Malcolm L. |
| Other Persons: | Elliott, Graham (contributor) |
| Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 54.1992, 4, p. 567-578
|
| Subject: | Derivat | Derivative | Währungsderivat | Currency derivative | Prognoseverfahren | Forecasting model | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory | Australien | Australia |
| 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/10001131947