원문정보
현물옵션과 선물옵션 내재변동성의 행태 및 예측능력에 관한 연구
피인용수 : 0건 (자료제공 : 네이버학술정보)
목차
Abstract
I. Introduction
II. The Estimation of Implied Volatility
III. Predictive Power and Information Content of Implied Volatility
IV. The Term Structure of Implied Volatility
V. Implied Volatilities of spot and Futures Options and A Prediction Model
VI. Concluding Remarks
Reference
논문초록
I. Introduction
II. The Estimation of Implied Volatility
III. Predictive Power and Information Content of Implied Volatility
IV. The Term Structure of Implied Volatility
V. Implied Volatilities of spot and Futures Options and A Prediction Model
VI. Concluding Remarks
Reference
논문초록
저자정보
참고문헌
자료제공 : 네이버학술정보