𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Special Issue: Part 2 || The Information Content of Implied Stochastic Volatility from Currency Options

✍ Scribed by Dajiang Guo

Book ID
125000687
Publisher
John Wiley and Sons
Year
1996
Tongue
English
Weight
175 KB
Volume
29
Category
Article
ISSN
0008-4085

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

The information content in implied idios
The information content in implied idiosyncratic volatility and the cross-section of stock returns: Evidence from the option markets
✍ Dean Diavatopoulos; James S. Doran; David R. Peterson πŸ“‚ Article πŸ“… 2008 πŸ› John Wiley and Sons 🌐 English βš– 266 KB πŸ‘ 2 views

## Abstract Current literature is inconclusive as to whether idiosyncratic risk influences future stock returns and the direction of the impact. Earlier studies are based on historical realized volatility. Implied volatilities from option prices represent the market's assessment of future risk and

Renal insufficiency and anemia are indep
Renal insufficiency and anemia are independent risk factors for death among patients with acute myocardial infarction1,21As published material, the contents of this manuscript may not be cited, quoted, reproduced or published without the consent of the authors.2The analyses upon which this publication is based were performed under Contract Number 500-96-P704, entitled Γ’Β€ΒœOperation Utilization and Quality Control Peer Review Organization (PRO) for the State of GeorgiaҀ and sponsored by the Centers for Medicare and Medicaid Services (CMS), Department of Health and Human Services. The conclusions and opinions expressed, and methods used herein are those of the authors. They do not necessarily reflect CMS policy. The authors assume full responsibility for the accuracy and completeness of the ideas presented. This article is a direct result of the Health Care Quality Improvement Program initiated by CMS, which has encouraged identification of quality improvement projects derived from analysis of patterns of care, and therefore required no special funding on the part of this Contractor. Ideas and contributions to the authors concerning experience in engaging with issues presented are welcomed.
✍ Langston, Robert D.; Presley, Rodney; Flanders, W. Dana; Mcclellan, William M. πŸ“‚ Article πŸ“… 2003 πŸ› Nature Publishing Group 🌐 English βš– 373 KB