Variance bounds test of volatility expectations in eurodollar futures options markets
| Year of publication: |
2019
|
|---|---|
| Authors: | Kim, Kwanho ; Poonvoralak, Wantanee |
| Published in: |
Global Business & Finance Review (GBFR). - Seoul : People & Global Business Association (P&GBA), ISSN 2384-1648. - Vol. 24.2019, 2, p. 20-32
|
| Publisher: |
Seoul : People & Global Business Association (P&GBA) |
| Subject: | Eurodollar futures options | implied volatility | variance bound test | bootstrap method | market efficiency |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Article |
| Language: | English |
| Other identifiers: | 10.17549/gbfr.2019.24.2.20 [DOI] 1681974169 [GVK] hdl:10419/224420 [Handle] |
| Source: |
Persistent link: https://www.econbiz.de/10012286676