The relationship between implied and realized volatility: evidence from the Australian stock index option market

Steven Li () and Qianqian Yang

Review of Quantitative Finance and Accounting, 2009, vol. 32, issue 4, 405-419

Keywords: Index options; Implied volatility; Realized volatility; G13; G14; C53 (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (12)

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DOI: 10.1007/s11156-008-0099-2

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