Standard deviations implied in option prices as predictors of future stock price variability
- 1 September 1981
- journal article
- Published by Elsevier in Journal of Banking & Finance
- Vol. 5 (3) , 363-381
- https://doi.org/10.1016/0378-4266(81)90032-7
Abstract
No abstract availableThis publication has 12 references indexed in Scilit:
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- Stationarity of Random Data: Some Implications for the Distribution of Stock Price ChangesJournal of Financial and Quantitative Analysis, 1971
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