Do Implied Volatilities Predict Stock Returns?
نویسندگان
چکیده
منابع مشابه
Market Volatility Asymmetries: The Effects of Stock Market Returns on Realized and Implied Volatilities
Volatility is an integral and inescapable variable of financial engineering, modeling, and finance theory itself Classical financial economics proxies volatility for risk itself, as it becomes difficult to predict future price realizations of a given asset when that asset exhibits significant price volatility over a given time. However, the nature of volatility as it is explained by classical f...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2010
ISSN: 1556-5068
DOI: 10.2139/ssrn.1670909