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The relationship between implied and realized volatility: evidence from the Australian stock index option market

✍ Scribed by Steven Li; Qianqian Yang

Publisher: Springer US
Year: 2008
Tongue: English
Weight: 249 KB
Volume: 32
Category: Article
ISSN: 0924-865X
DOI: 10.1007/s11156-008-0099-2

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