THE DYNAMIC RELATIONSHIP BETWEEN IMPLIED VOLATILITY AND REALIZED VOLATILITY

Authors
CHRISTENSEN BJ PRABHALA NR
Citation
Bj. Christensen et Nr. Prabhala, THE DYNAMIC RELATIONSHIP BETWEEN IMPLIED VOLATILITY AND REALIZED VOLATILITY, The Journal of finance, 51(3), 1996, pp. 1033-1033
Citations number
NO
Categorie Soggetti
Business Finance
Journal title
The Journal of finance → ACNP
ISSN journal
00221082
Volume
51
Issue
3
Year of publication
1996
Pages
1033 - 1033
Database
ISI
SICI code
0022-1082(1996)51:3<1033:TDRBIV>2.0.ZU;2-K