Work

Standard deviations implied in option prices as predictors of future stock price variability

Year: 1981

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/0378-4266(81)90032-7

Author: Stan Beckers

Institution: European Institute for Advanced Studies in Management

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2046390707

FWCI: 5.604

Cites: 18

Cited by: 371

Related to: 10