The Information Content of Model‐Free Implied Volatility
| Year of publication: |
2012
|
|---|---|
| Authors: | Cheng, Xin ; Fung, Joseph K.W. |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 32.2012, 8, p. 792-807
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