The Determinants of Implied Volatility: A Test Using LIFFE Option Prices
| Year of publication: |
2000
|
|---|---|
| Authors: | Copeland, L. ; Poon, S.H. ; Stapleton, R.C. |
| Published in: |
Journal of business finance & accounting : JBFA. - Oxford : Blackwell, ISSN 0306-686X, ZDB-ID 1929628. - Vol. 27.2000, 7-8, p. 859-886
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