The relationship between implied and realized volatility: evidence from the Australian stock index option market
| Year of publication: |
2009
|
|---|---|
| Authors: | Li, Steven ; Yang, Qianqian |
| Published in: |
Review of Quantitative Finance and Accounting. - Springer. - Vol. 32.2009, 4, p. 405-419
|
| Publisher: |
Springer |
| Subject: | Index options | Implied volatility | Realized volatility |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10004999598