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: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 33.2013, 11, p. 1071-1095
|
| Publisher: |
John Wiley & Sons, Ltd. |