Implied Volatility Spreads and Expected Market Returns
Atilgan, Yigit, Bali, Turan G., Demirtas, K. OzgurVolume:
33
Langue:
english
Journal:
Journal of Business & Economic Statistics
DOI:
10.1080/07350015.2014.923776
Date:
January, 2015
Fichier:
PDF, 205 KB
english, 2015