The relationship between implied and realized volatility: evidence from the Australian stock index option market
| Year of publication: |
2009
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|---|---|
| Authors: | Li, Steven ; Yang, Qianqian |
| Published in: |
Review of quantitative finance and accounting. - Boston, Mass. [u.a.] : Springer, ISSN 0924-865X, ZDB-ID 10878555. - Vol. 32.2009, 4, p. 405-420
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