Measuring Implied Volatility: Is an Average Better? Which Average?

Journal of Futures Markets

Volumn 22, Issue 9, 2002, Pages 811-837

  Ederington, Louis H ^b   Guan, Wei ^a  

^a DELAWARE STATE UNIVERSITY   (United States)

^b UNIVERSITY OF OKLAHOMA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0346956907     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/fut.10034     Document Type: Review

References (23)

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