Implied volatility dynamics among exchange-traded funds and their largest component stocks
Year of publication: |
2014
|
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Authors: | Krause, Timothy A. ; Lien, Da-hsiang Donald |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 22.2014, 1, p. 7-26
|
Subject: | Volatilität | Volatility | Indexderivat | Index derivative | Kapitaleinkommen | Capital income |
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