مرکز منطقه ای اطلاع رساني علوم و فناوري - The relation between implied and realized volatility

Title of article :

The relation between implied and realized volatility

Author/Authors :

B. J. Christensen، نويسنده , , N. R. Prabhala، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1998

Pages :

From page :

125

To page :

150

Keywords :

Market efficiency , OPTIONS , Volatility , Stock market crash , Information

Journal title :

Journal of Financial Economics

Serial Year :

1998

Journal title :

Journal of Financial Economics

Record number :

257341

Link To Document :