Relationships between implied volatility indexes and stock index returns

Journal of Portfolio Management

Volumn 31, Issue 3, 2005, Pages

  Giot, Pierre ^a  

^a UNIVERSITY OF NAMUR   (Belgium)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 18944392598     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.2005.500363     Document Type: Article

References (14)

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