Some Evidence on Option Prices as Predictors of Volatility

Authors
Malcolm Edey Graham Elliott
Citation
Malcolm Edey et Graham Elliott, Some Evidence on Option Prices as Predictors of Volatility, Oxford bulletin of economics and statistics, 54(04), 1992, pp. 567
Journal title
Oxford bulletin of economics and statistics → ACNP
ISSN journal
03059049
Volume
54
Issue
04
Year of publication
1992
Database
ICR
SICI code
0305-9049(1992)54:04<567:SEOOPA>2.0.ZU;2-0