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On the informational efficiency of S&P500 implied volatility
Becker, Ralf; Clements, Adam; White, Scott I. - In: The North American journal of economics and finance : a … 17 (2006) 2, pp. 139-153
Persistent link: https://www.econbiz.de/10003334337
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Does implied volatility provide any information beyond that captured in model-based volatility forecasts?
Becker, Ralf; Clements, Adam; White, Scott I. - In: Journal of banking & finance 31 (2007) 8, pp. 2535-2549
Persistent link: https://www.econbiz.de/10003522977
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Does implied volatility provide any information beyond that captured in model-based volatility forecasts?
Becker, Ralf; Clements, Adam E.; White, Scott I. - In: Journal of Banking & Finance 31 (2007) 8, pp. 2535-2549
Persistent link: https://www.econbiz.de/10005201330
Cover Image
On the informational efficiency of S&P500 implied volatility
Becker, Ralf; Clements, Adam E.; White, Scott I. - In: The North American Journal of Economics and Finance 17 (2006) 2, pp. 139-153
Persistent link: https://www.econbiz.de/10005358038
Cover Image
Does implied volatility provide any information beyond that captured in model-based volatility forecasts?
Becker, Ralf; Clements, Adam E.; White, Scott I. - In: Journal of banking & finance 31 (2007) 8, pp. 2535-2550
Persistent link: https://www.econbiz.de/10007757871