ASSESSING THE INTRADAY RELATIONSHIP BETWEEN IMPLIED AND HISTORICAL VOLATILITY

Authors
KAWALLER IG KOCH PD PETERSON JE
Citation
Ig. Kawaller et al., ASSESSING THE INTRADAY RELATIONSHIP BETWEEN IMPLIED AND HISTORICAL VOLATILITY, The journal of futures markets, 14(3), 1994, pp. 323-346
Citations number
31
Categorie Soggetti
Business Finance
Journal title
The journal of futures markets → ACNP
ISSN journal
02707314
Volume
14
Issue
3
Year of publication
1994
Pages
323 - 346
Database
ISI
SICI code
0270-7314(1994)14:3<323:ATIRBI>2.0.ZU;2-M