Type of publication: Article
Notes:
DOI:10.1007/s11156-008-0099-2
Li, Steven & Yang, Qianqian (2009) The relationship between implied and realized volatility : evidence from the Australian stock index option market. Review of Quantitative Finance and Accounting, 32(4), pp. 405-419.
Faculty of Science and Technology; School of Mathematics, Science and Technology Education
Source:
BASE