ESTIMATING EXPECTED EXCESS RETURNS USING HISTORICAL AND OPTION-IMPLIED VOLATILITY

✍ Scribed by Charles J. Corrado; Thomas W. Miller Jr.

• Book ID: 111215499
• Publisher: John Wiley and Sons
• Year: 2006
• Tongue: English
• Weight: 266 KB
• Volume: 29
• Category: Article
• ISSN: 0270-2592
• DOI: 10.1111/j.1475-6803.2006.00168.x