The only constant is change : nonconstant volatility and implied volatility spreads
T. Colin Campbell, Michael Gallmeyer, Alex Petkevich
| Year of publication: |
2023
|
|---|---|
| Authors: | Campbell, T. Colin ; Gallmeyer, Michael F. ; Petkevich, Alex |
| Subject: | Volatilität | Volatility | Optionsgeschäft | Option trading | Prognoseverfahren | Forecasting model | Kapitalmarktrendite | Capital market returns | USA | United States |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0022109023000182 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014365179