Title of article
The quality of market volatility forecasts implied by S&P 100 index option prices
Author/Authors
Jeff Fleming، نويسنده ,
Issue Information
دوماهنامه با شماره پیاپی سال 1998
Pages
29
From page
317
To page
345
Keywords
Volatility , Options , Implied volatility , Infonnation content , forecasting
Journal title
Journal of Empirical Finance
Serial Year
1998
Journal title
Journal of Empirical Finance
Record number
130632
Link To Document