Internet Appendix to the Only Constant is Change : Non-Constant Volatility and Implied Volatility Spreads
Year of publication: |
2023
|
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Authors: | Campbell, T. Colin ; Gallmeyer, Michael F. ; Petkevich, Alex |
Publisher: |
[S.l.] : SSRN |
Subject: | Volatilität | Volatility | Optionsgeschäft | Option trading | Prognoseverfahren | Forecasting model | Kapitalmarktrendite | Capital market returns | USA | United States |
Extent: | 1 Online-Ressource (16 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 10, 2023 erstellt |
Other identifiers: | 10.2139/ssrn.4384496 [DOI] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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