The information content of the implied volatility term structure on future returns
| Year of publication: |
2018
|
|---|---|
| Authors: | Wang, Yaw-Huei ; Yen, Kuang-Chieh |
| Published in: |
European Financial Management. - Wiley, ISSN 1354-7798, ZDB-ID 1480712-9. - Vol. 25.2018, 2 (27.02.), p. 380-406
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/eufm.12166 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012089840