Estimating expected excess returns using historical and option-implied volatility

Journal of Financial Research

Volumn 29, Issue 1, 2006, Pages 95-112

  Corrado, Charles J ^a   Miller Jr , Thomas W ^b  

^a MASSEY UNIVERSITY   (New Zealand)

^b SAINT LOUIS UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33645117277     PISSN: 02702592     EISSN: 14756803     Source Type: Journal    
DOI: 10.1111/j.1475-6803.2006.00168.x     Document Type: Review

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