The informational quality of implied volatility and the volatility risk premium
Stephen P. Ferris; Woojin Kim and Kwangwoo Park
| Year of publication: |
2010
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|---|---|
| Authors: | Ferris, Stephen P. ; Kim, Woojin ; Park, Kwangwoo |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 17.2010, 4/6, p. 445-450
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| Subject: | Volatilität | Volatility | Risikoprämie | Risk premium | Index-Futures | Index futures | Informationswert | Information value | Optionsgeschäft | Option trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003979931