STANDARD DEVIATIONS IMPLIED IN OPTION PRICES AS PREDICTORS OF FUTURE STOCK-PRICE VARIABILITY

被引：145

作者：

BECKERS, S ^{[1
]}

机构：

[1] EUROPEAN INST ADV STUDIES MANAGEMENT,BRUSSELS,BELGIUM

来源：

JOURNAL OF BANKING & FINANCE | 1981年 / 5卷 / 03期

关键词：

D O I：

10.1016/0378-4266(81)90032-7

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

收藏

页码：363 / 381

页数：19

相关论文

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[10] STANDARD DEVIATIONS OF STOCK-PRICE RATIOS IMPLIED IN OPTION PRICES
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