Do implied volatilities predict stock returns?
Year of publication: |
2009
|
---|---|
Authors: | Ammann, Manuel ; Verhofen, Michael ; Süss, Stephan |
Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 10.2009/10, 4, p. 222-234
|
Subject: | Optionsanleihe | Warrant bond | Volatilität | Volatility | Kapitaleinkommen | Capital income | Schätzung | Estimation | USA | United States | 1996-2005 |
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