Department of Economics and Business Economics

New Evidence on the Implied-Realized Volatility Relation

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  • School of Economics and Management
Original languageEnglish
JournalThe European Journal of Finance
Pages (from-to)187-205
Number of pages19
Publication statusPublished - 2002

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ID: 266489