Intraday volatility forecasting from implied volatility

Author: Byun Suk Joon   Rhee Dong Woo   Kim Sol  

Publisher: Emerald Group Publishing Ltd

ISSN: 1743-9132

Source: International Journal of Managerial Finance, Vol.7, Iss.1, 2011-02, pp. : 83-100

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract