The information content of implied volatilities and model-free volatility expectations : evidence from options written on individual stocks
Stephen J. Taylor; Pradeep K. Yadav; Yuanyuan Zhang
| Year of publication: |
2010
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|---|---|
| Authors: | Taylor, Stephen ; Yadav, Pradeep ; Zhang, Yuanyuan |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 34.2010, 4, p. 871-881
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| Subject: | Volatilität | Volatility | Aktienoption | Stock option | Informationswert | Information value | ARCH-Modell | ARCH model | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003966119