Impacts of implied volatility on stock price realized jumps
Year of publication: |
December 2016
|
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Authors: | Huang, Alex |
Published in: |
Economic systems. - Amsterdam [u.a.] : Elsevier, ISSN 0939-3625, ZDB-ID 1072886-7. - Vol. 40.2016, 4, p. 622-630
|
Subject: | Stock price jump | Implied volatility | Information risk | Volatilität | Volatility | Börsenkurs | Share price | Optionspreistheorie | Option pricing theory |
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