The Information Content of Implied Volatility: Evidence from Australia

By Bart Frijns, Christian Tallau, A. Tourani-Rad. 2009

118 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/c71601958fea6f63bc9c3e19051c05c314988ec3