Implied volatility spreads and expected market returns
Year of publication: |
2015
|
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Authors: | Atilgan, Yigit ; Bali, Turan G. ; Demirtas, K. Ozgur |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 33.2015, 1, p. 87-101
|
Subject: | Information flow | Option markets | Volatilität | Volatility | Optionsgeschäft | Option trading | Kapitaleinkommen | Capital income | Optionspreistheorie | Option pricing theory |
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