Implied Volatility as a Predictor: the Case of the IBEX-35 Future Contract/La volatilidad implícita como herramienta de predicción: una aplicación al contrato de futuro sobre Ibex 35
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References listed on IDEAS
- Schmalensee, Richard & Trippi, Robert R, 1978. "Common Stock Volatility Expectations Implied by Option Premia," Journal of Finance, American Finance Association, vol. 33(1), pages 129-147, March.
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More about this item
KeywordsVolatility forecasting; Implied volatility; Ibex-35 future option market/Predicción de la volatilidad; implícita; Mercado de futuros y opciones sobre Ibex 35.;
- G00 - Financial Economics - - General - - - General
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
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