𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Spreading information

✍ Scribed by Mann, Jonathan M.


Book ID
109786973
Publisher
Nature Publishing Group
Year
1993
Tongue
English
Weight
304 KB
Volume
366
Category
Article
ISSN
0028-0836

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Information spreading in dynamic graphs
✍ Clementi, Andrea; Silvestri, Riccardo; Trevisan, Luca πŸ“‚ Article πŸ“… 2014 πŸ› Springer-Verlag 🌐 English βš– 333 KB
How to spread information
✍ Daniel B Kopans πŸ“‚ Article πŸ“… 2002 πŸ› The Lancet 🌐 English βš– 46 KB
How to spread information
✍ Joel G Ray; Gordon H Guyatt πŸ“‚ Article πŸ“… 2002 πŸ› The Lancet 🌐 English βš– 46 KB
Information content of volatility spread
✍ Byung Jin Kang; Tong Suk Kim; Sun-Joong Yoon πŸ“‚ Article πŸ“… 2009 πŸ› John Wiley and Sons 🌐 English βš– 163 KB

## Abstract This study reexamines the determinants of volatility spreads and suggests a new forecast of future volatilities. Contrary to earlier volatility forecasts, the newly introduced forecast is applicable when investors are not risk‐neutral or when underlying returns do not follow a Gaussian