Measuring implied volatility : is an average better? ; Which is average?
Year of publication: |
2002
|
---|---|
Authors: | Ederington, Louis H. ; Guan, Wei |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 22.2002, 9, p. 811-837
|
Subject: | Index-Futures | Index futures | Volatilität | Volatility | Messung | Measurement | USA | United States |
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