Unrealized expectations of jumps in volatility : an explanation to the low and time-varying predictive power of implied volatility

URI: http://urn.fi/URN:NBN:fi:bib:me:W00024800400
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  • Unrealized expectations of jumps in volatility : an explanation to the low and time-varying predictive power of implied volatility
P60049

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Unrealized expectations of jumps in volatility : an explanation to the low and time-varying predictive power of implied volatility

URI: http://urn.fi/URN:NBN:fi:bib:me:I00024800401
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  • Unrealized expectations of jumps in volatility : an explanation to the low and time-varying predictive power of implied volatility
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Unrealized expectations of jumps in volatility : an explanation to the low and time-varying predictive power of implied volatility

URI: http://urn.fi/URN:NBN:fi:bib:me:I00024800400
datePublished
  • 2001
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  • propertyID: FI-FENNI value: 699681
  • propertyID: FI-MELINDA value: 000248004
  • propertyID: skl value: fx699681
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  • 9515556864
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  • Unrealized expectations of jumps in volatility : an explanation to the low and time-varying predictive power of implied volatility
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  • 45, [2] s.
P60048
P60050
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  • location: Helsingfors organizer: Svenska handelshögskolan
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