Which explains an equity index's return better, the change in its own implied volatility or that for a broader index?
Susana Yu and Dean Leistikow
| Year of publication: |
2009
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| Authors: | Yu, Susana ; Leistikow, Dean |
| Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 24951808. - Vol. 7.2009, 3, p. 66-80
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| Type of publication: | Article |
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| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009910810