𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Information content of an evidence

✍ Scribed by Philippe Smets


Book ID
108332392
Publisher
Elsevier Science
Year
1983
Weight
505 KB
Volume
19
Category
Article
ISSN
0020-7373

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πŸ“œ SIMILAR VOLUMES


The information content of implied volat
✍ Bart Frijns; Christian Tallau; Alireza Tourani-Rad πŸ“‚ Article πŸ“… 2009 πŸ› John Wiley and Sons 🌐 English βš– 157 KB πŸ‘ 2 views

## Abstract This study develops an implied volatility index for the Australian stock market, termed as the AVX, and assesses its information content. The AVX is constructed using S&P/ASX 200 index options with a constant time‐to‐maturity of three months. It is observed that the AVX has a significan