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 :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=130632
