The dynamic relationship between implied volatility and realized volatility.

被引：0
|
作者：
Christensen, BJ [1 ]
Prabhala, NR [1 ]
机构：
[1] YALE UNIV,SCH MANAGEMENT,NEW HAVEN,CT 06520
来源：
JOURNAL OF FINANCE | 1996年 / 51卷 / 03期
关键词：
D O I：
暂无
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：1033 / 1033
页数：1
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