Unrealized expectations of jumps in volatility : an explanation to the low and time-varying predictive power of implied volatility
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Unrealized expectations of jumps in volatility : an explanation to the low and time-varying predictive power of implied volatility
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| Physical Description |
45, [2] sivua ; 30 cm |
|---|---|
| Language |
English |
| Language of Original Work |
English |
| Publisher |
Helsingfors :
Swedish School of Economics and Business Administration,
2001.
|
| Series | Meddelanden från Svenska handelshögskolan, ISSN 0357-4598; 457. |
| Subjects | |
| Additional Information | Aku Penttinen |
| ISBN |
951-555-686-4 nidottu |
| Get full text | |