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Analysis of the term structure of implied volatilities
Heynen, Ronald C.; Kemna, Angelien G.; Vorst, Ton - 1992
Persistent link: https://www.econbiz.de/10000853901
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A contribution to event study methodology with an application to the Dutch stock market
Jong, Frank de - In: Journal of banking & finance 16 (1992) 1, pp. 11-36
Persistent link: https://www.econbiz.de/10001330029
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The impact of firm specific news on implied volatilities
Donders, Monique; Vorst, Ton - 1994
Persistent link: https://www.econbiz.de/10000912211
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The impact of firm specific news on implied volatilities
Donders, Monique; Vorst, Ton - 1996
Persistent link: https://www.econbiz.de/10000966915