Department of Economics and Business Economics

The Relation Between Implied and Realized Volatility

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

  • School of Economics and Management
Original languageEnglish
JournalJournal of Financial Economics
Volume50
Pages (from-to)125-150
Number of pages26
ISSN0304-405X
Publication statusPublished - 1998

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ID: 3630682