The predictive power of implied volatility: Evidence from 35 futures markets
| Year of publication: |
2003
|
|---|---|
| Authors: | Szakmary, Andrew ; Ors, Evren ; Kyoung Kim, Jin ; Davidson, Wallace N. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 27.2003, 11, p. 2151-2176
|