• Title of article

    Option prices under Bayesian learning: implied volatility dynamics and predictive densities

  • Author/Authors

    Massimo Guidolin، نويسنده , , Allan Timmermann، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2003
  • Pages
    53
  • From page
    717
  • To page
    769
  • Journal title
    Journal of Economic Dynamics and Control
  • Serial Year
    2003
  • Journal title
    Journal of Economic Dynamics and Control
  • Record number

    238333