The information content of implied volatility, skewness and kurtosis: empirical evidence from long-term CAC 40 options
| Year of publication: |
2000
|
|---|---|
| Authors: | Navatte, Patrick ; Villa, Christophe |
| Published in: |
European Financial Management. - European Financial Management Association - EFMA. - Vol. 6.2000, 1, p. 41-56
|
| Publisher: |
European Financial Management Association - EFMA |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005309486