Investigating the Information Content of the Model‐Free Volatility Expectation by Monte Carlo Methods
Year of publication: |
2013
|
---|---|
Authors: | Zhang, Yuanyuan ; Taylor, Stephen J. ; Wang, Lili |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 33.2013, 11, p. 1071-1095
|
Saved in:
Saved in favorites
Similar items by person
-
Zhang, Yuanyuan, (2013)
-
Zhang, Yuanyuan, (2013)
-
Taylor, Stephen J., (2009)
- More ...