✦ LIBER ✦
Nonlinear Adjustments of Volatility Expectations to Forecast Errors: Evidence from Markov-Regime Switches in Implied Volatility
✍ Scribed by Nishina, Kazuhiko; Maghrebi, Nabil; Holmes, Mark J.
- Book ID
- 120422341
- Publisher
- World Scientific Publishing Company
- Year
- 2012
- Tongue
- English
- Weight
- 466 KB
- Volume
- 15
- Category
- Article
- ISSN
- 0219-0915
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