THE INFORMATION-CONTENT OF IMPLIED STOCHASTIC VOLATILITY FROM CURRENCY OPTIONS

Authors
GUO DJ
Citation
Dj. Guo, THE INFORMATION-CONTENT OF IMPLIED STOCHASTIC VOLATILITY FROM CURRENCY OPTIONS, Canadian journal of economics, 29, 1996, pp. 559-561
Citations number
10
Categorie Soggetti
Economics
Journal title
Canadian journal of economics → ACNP
ISSN journal
00084085
Volume
29
Year of publication
1996
Part
2
Pages
559 - 561
Database
ISI
SICI code
0008-4085(1996)29:<559:TIOISV>2.0.ZU;2-F