Long-memory versus option-implied volatility predictions

Journal of Derivatives

Volumn 9, Issue 3, 2002, Pages 9-25

  Li, Kai ^a  

^a NEW YORK UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 85016179064     PISSN: 10741240     EISSN: None     Source Type: Journal    
DOI: 10.3905/jod.2002.319176     Document Type: Article

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