Title of article
The relation between implied and realized volatility
Author/Authors
B. J. Christensen، نويسنده , , N. R. Prabhala، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1998
Pages
26
From page
125
To page
150
Keywords
Market efficiency , OPTIONS , Volatility , Stock market crash , Information
Journal title
Journal of Financial Economics
Serial Year
1998
Journal title
Journal of Financial Economics
Record number
257341
Link To Document