The Realised–Implied Volatility Relationship: Recent Empirical Evidence from FTSE‐100 Stocks
Year of publication: |
2012
|
---|---|
Authors: | Garvey, John F. ; Gallagher, Liam A. |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 7834329. - Vol. 31.2012, 7, p. 639-661
|
Saved in:
Saved in favorites
Similar items by person
-
The realised-implied volatility relationship : recent empirical evidence from FTSE-100 stocks
Garvey, John F., (2012)
-
The Realised–Implied Volatility Relationship: Recent Empirical Evidence from FTSE‐100 Stocks
Garvey, John F., (2012)
-
Simulating convertible bond arbitrage portfolios
Hutchinson, Mark C., (2008)
- More ...