The realised-implied volatility relationship : recent empirical evidence from FTSE-100 stocks
Year of publication: |
2012
|
---|---|
Authors: | Garvey, John F. ; Gallagher, Liam |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 31.2012, 7, p. 639-660
|
Subject: | Volatilität | Volatility | Großbritannien | United Kingdom |
-
Transmission of volatility of money market overnight repo rate along the Yield Curve in Pakistan
Mahmood, Asif, (2015)
-
Volatility in the housing market : evidence on risk and return in the London sub-market
Cook, Steve, (2017)
-
Do, Hung, (2020)
- More ...
-
The Realised–Implied Volatility Relationship: Recent Empirical Evidence from FTSE‐100 Stocks
Garvey, John F., (2012)
-
The Realised–Implied Volatility Relationship: Recent Empirical Evidence from FTSE‐100 Stocks
Garvey, John F., (2012)
-
Macroeconomic shocks under alternative exchange rate regimes: the Irish experience
Gallagher, Liam, (2000)
- More ...