Work

Assessing the intraday relationship between implied and historical volatility

Year: 1994

Type: article

Source: Journal of Futures Markets

DOI: 10.1002/fut.3990140306

Authors: Ira G. Kawaller, Paul D. Koch, John E. Peterson

Institutions: CME Group (United States), University of Kansas, Northern State University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2117966429

FWCI: 1.909

Cites: 30

Cited by: 20

Related to: 10