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The Determinants of Implied Volatility: A Test Using LIFFE Option Prices
Copeland, L.
;
Poon, S.H.
;
Stapleton, R.C.
- In:
Journal of business finance & accounting : JBFA
27
(
2000
)
7-8
,
pp. 859-886
Persistent link: https://www.econbiz.de/10006981839
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