Standard deviations implied in option prices as predictors of future stock price variability
Year of publication: |
1981
|
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Authors: | Beckers, Stan |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 5.1981, 3, p. 363-381
|
Subject: | Börse | Kurse | Terminhandel | USA | Statistische Methoden |
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