Work

Relationships Between Implied Volatility Indexes and Stock Index Returns

Year: 2005

Type: article

Source: The Journal of Portfolio Management

DOI: 10.3905/jpm.2005.500363

Author: Pierre Giot

Institution: University of Namur

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2111682960

FWCI: 13.1

Cites: 13

Cited by: 433

Related to: 10