The only constant is change : nonconstant volatility and implied volatility spreads
Year of publication: |
2023
|
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Authors: | Campbell, T. Colin ; Gallmeyer, Michael F. ; Petkevich, Alex |
Published in: |
Journal of financial and quantitative analysis : JFQA. - Seattle, Wash. : [Verlag nicht ermittelbar], ISSN 1756-6916, ZDB-ID 2010249-5. - Vol. 58.2023, 5, p. 2190-2227
|
Subject: | Volatilität | Volatility | Optionsgeschäft | Option trading | Prognoseverfahren | Forecasting model | Kapitalmarktrendite | Capital market returns | USA | United States |
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