The information content of implied volatility : evidence from Australia
Year of publication: |
2010
|
---|---|
Authors: | Frijns, Bart ; Tallau, Christian ; Tourani Rad, Alireza |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 30.2010, 2, p. 134-155
|
Subject: | Aktienmarkt | Stock market | Australien | Australia | Volatilität | Volatility | Indexberechnung | Index construction |
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