Does implied volatility contain information about future volatility? Evidence from the Petrobras options market
Year of publication: |
2010
|
---|---|
Authors: | Vicente, José Valentim Machado ; Guedes, Tiago de Sousa |
Published in: |
Brazilian Business Review. - Fundação Instituto Capixaba de Pesquisas em Contabilidade, Economia e Finanças (FUCAPE). - Vol. 7.2010, 1, p. 42-58
|
Publisher: |
Fundação Instituto Capixaba de Pesquisas em Contabilidade, Economia e Finanças (FUCAPE) |
Subject: | Options | volatility | market efficiency |
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