FORECASTING STOCK INDEX VOLATILITY: COMPARING IMPLIED VOLATILITY AND THE INTRADAY HIGH–LOW PRICE RANGE

✍ Scribed by Charles Corrado; Cameron Truong

• Book ID: 111215540
• Publisher: John Wiley and Sons
• Year: 2007
• Tongue: English
• Weight: 100 KB
• Volume: 30
• Category: Article
• ISSN: 0270-2592
• DOI: 10.1111/j.1475-6803.2007.00210.x