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Using implied volatility on options to measure the relation between asset returns and variability
Davidson, Wallace N.; Kim, Jin Kyoung; Ors, Evren; … - In: Journal of Banking & Finance 25 (2001) 7, pp. 1245-1269
Persistent link: https://www.econbiz.de/10005213717
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The predictive power of implied volatility: Evidence from 35 futures markets
Szakmary, Andrew; Ors, Evren; Kyoung Kim, Jin; … - In: Journal of banking & finance 27 (2003) 11, pp. 2151-2176
Persistent link: https://www.econbiz.de/10005885903
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Using implied volatility on options to measure the relation between asset returns and variability
Davidson, Wallace N.; Kim, Jin Kyoung; Ors, Evren; … - In: Journal of banking & finance 25 (2001) 7, pp. 1245-1270
Persistent link: https://www.econbiz.de/10005892938