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A study on the efficiency of option markets : short-term vesus long-term : an implied volatility approach
Wang, Guan Jun; Islam, Mazhar M.; Bonollo, Michele - In: Global review of business and economic research 10 (2014) 1, pp. 111-119
Persistent link: https://www.econbiz.de/10010438435
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Which implied volatility provides the best measure of future volatility?
Wang, Guan Jun; Yourougou, Pierre; Wang, Yue Dong - In: Journal of economics and finance 36 (2012) 1, pp. 93-105
Persistent link: https://www.econbiz.de/10009581920
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New insights on the implied and realized volatility relation
Blenman, Lloyd P.; Wang, Guan Jun - In: Review of Pacific Basin financial markets and policies 15 (2012) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10009551711