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~person:"Ammann, Manuel"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Handbook"
~type_genre:"Sammelwerk"
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Estimation
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International journal of theoretical and applied finance
1
The journal of asset management
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ECONIS (ZBW)
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Do implied volatilities predict stock returns?
Ammann, Manuel
;
Verhofen, Michael
;
Süss, Stephan
- In:
The journal of asset management
10
(
2009/10
)
4
,
pp. 222-234
Persistent link: https://www.econbiz.de/10003894702
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2
Implied and realized volatility in the cross-section of equity options
Ammann, Manuel
;
Skovmand, David
;
Verhofen, Michael
- In:
International journal of theoretical and applied finance
12
(
2009
)
6
,
pp. 745-765
Persistent link: https://www.econbiz.de/10003911231
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