The Information Content of Implied Volatility, Skewness and Kurtosis: Empirical Evidence from Long-term CAC 40 Options
| Year of publication: |
2000
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|---|---|
| Authors: | Navatte, Patrick ; Villa, Christophe |
| Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Blackwell, ISSN 1354-7798, ZDB-ID 12353784. - Vol. 6.2000, 1, p. 41-56
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