The relation between implied and realized volatility
B. J. Christensen ; N. R. Prabhala
| Year of publication: |
1998
|
|---|---|
| Authors: | Christensen, Bent Jesper |
| Other Persons: | Prabhala, N. R. (contributor) |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 50.1998, 2, p. 125-150
|
| Subject: | Volatilität | Volatility | Index-Futures | Index futures | Effizienzmarkthypothese | Efficient market hypothesis | USA | United States | 1983-1995 |
| 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/10001250560