On the relation between implied and realized volatility indices: Evidence from the BRIC countries
- 期刊名称Physica A: Statistical Mechanics and its Applications
- 作者Bentes, Sónia R.
- 卷第482卷
- 印刷ISSN0378-4371
- 文件大小355.18KB
- 发表时间2017-09
- DOI10.1016/j.physa.2017.04.071
- 页码243-248
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