The Performance of implied volatility in forecasting future volatility : an analysis of three major equity indices from 2004 to 2010
Year of publication: |
2011-09-13
|
---|---|
Authors: | Ionesco, Vladimir M. |
Other Persons: | Eric Jacquier. (contributor) |
Institutions: | Sloan School of Management (contributor) |
Publisher: |
Massachusetts Institute of Technology |
Subject: | Sloan School of Management |
-
Does accounting quality mitigate risk shifting?
Loktionov, Yuri V, (2009)
-
Ramanna, Karthik, (2007)
-
Paradoxes of hybrid organizing in the Cambridge Energy Alliance by Jason Jesurum Jay.
Jay, Jason Jesurum, (2010)
- More ...
-
Does accounting quality mitigate risk shifting?
Loktionov, Yuri V, (2009)
-
Ramanna, Karthik, (2007)
-
Paradoxes of hybrid organizing in the Cambridge Energy Alliance by Jason Jesurum Jay.
Jay, Jason Jesurum, (2010)
- More ...