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~isPartOf:"AFA 2011 Denver Meetings Paper"
~person:"Ang, Andrew"
~subject:"Börsenkurs"
~subject:"France"
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AFA 2011 Denver Meetings Paper
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The Joint Cross Section of Stocks and Options
Ang, Andrew
-
2012
increases in implied
volatility
over the next month, but realized
volatility
tends to decrease. The results are consistent with …
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