Volatility Dynamics for the S&P500: Evidence from Realized Volatility, Daily Returns, and Option Prices
| Year of publication: |
2010
|
|---|---|
| Authors: | Christoffersen, Peter ; Jacobs, Kris ; Mimouni, Karim |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 10436662. - Vol. 23.2010, 8 (22.7.), p. 3141-3141
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