The Relationship Between Implied and Realized Volatility in the Danish Option and Equity Markets

The Relationship Between Implied and Realized Volatility in the Danish Option and Equity Markets
Author: Charlotte Strunk Hansen
Publisher:
Total Pages: 19
Release: 1999
Genre:
ISBN:


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The Relationship Between Implied and Realized Volatility in the Danish Option and Equity Markets
Language: en
Pages: 19
Authors: Charlotte Strunk Hansen
Categories:
Type: BOOK - Published: 1999 - Publisher:

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The Relation between Implied and Realized Volatility in the Danish Option and Equity Markets
Language: en
Pages:
Authors: Charlotte Strunk Hansen
Categories:
Type: BOOK - Published: 2002 - Publisher:

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We show that the conclusions to be drawn concerning the informational efficiency of illiquid options depend critically on whether one is careful to recognize an
The Relationship Between Implied and Realized Volatility in Danish Option and Equity Markeds
Language: en
Pages:
Authors: Charlotte Strunk Hansen
Categories:
Type: BOOK - Published: 1998 - Publisher:

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The Relationship Between Implied and Realized Volatility in Danish Option and Equity Markeds
Language: en
Pages: 0
Relationship Between Implied Volatility and Realised Volatility: the Case of the German Stock Index Options Market
Language: en
Pages: