Using implied volatility on options to measure the relation between asset returns and variability
Year of publication: |
2001
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Authors: | Davidson, Wallace N. ; Kim, Jin Kyoung ; Ors, Evren ; Szakmary, Andrew |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 25.2001, 7, p. 1245-1270
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