The relationship between implied and realized volatility: evidence from the Australian stock index option market
Steven Li; Qianqian Yang
| Year of publication: |
2009
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|---|---|
| Authors: | Li, Steven ; Yang, Qianqian |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 32.2009, 4, p. 405-419
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| Subject: | Indexanleihe | Index-linked bond | Aktienindex | Stock index | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Classification: | G13 - Contingent Pricing; Futures Pricing ; G14 - Information and Market Efficiency; Event Studies ; C53 - Forecasting and Other Model Applications |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003873809