The relation between implied and realized volatility

Journal of Financial Economics

Volumn 50, Issue 2, 1998, Pages 125-150

  Christensen, B J ^a   Prabhala, N R ^b  

^a AARHUS UNIVERSITY   (Denmark)

^b YALE SCHOOL OF MANAGEMENT   (United States)

Author keywords

C53; G13; G14; Information; Market efficiency; Options; Stock market crash; Volatility

Indexed keywords

EID: 0000243642     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0304-405x(98)00034-8     Document Type: Article

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