Using implied volatility on options to measure the relation between asset returns and variability
Year of publication: |
2001
|
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Authors: | Davidson, Wallace N. ; Kim, Jin Kyoung ; Ors, Evren ; Szakmary, Andrew |
Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 25.2001, 7, p. 1245-1269
|
Publisher: |
Elsevier |
Saved in:
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