The use of the implied standard deviation as a predictor of future stock price variability: A review of empirical tests

C.H. Veld

Research output: Book/Report › Report

290 Downloads (Pure)

Name	Research memorandum / Tilburg University, Department of Economics
Volume	FEW 410

Keywords

@book{08556ccd9dff4b7e8de82c0521f8202c,

title = "The use of the implied standard deviation as a predictor of future stock price variability: A review of empirical tests",

keywords = "Estimation, Securities, mathematische statistiek",

author = "C.H. Veld",

note = "Pagination: 33, viii",

year = "1989",

language = "English",

volume = "FEW 410",

series = "Research memorandum / Tilburg University, Department of Economics",

publisher = "Unknown Publisher",

}

TY - BOOK

T1 - The use of the implied standard deviation as a predictor of future stock price variability

T2 - A review of empirical tests

AU - Veld, C.H.

N1 - Pagination: 33, viii

PY - 1989

Y1 - 1989

KW - Estimation

KW - Securities

KW - mathematische statistiek

M3 - Report

VL - FEW 410

T3 - Research memorandum / Tilburg University, Department of Economics

BT - The use of the implied standard deviation as a predictor of future stock price variability

PB - Unknown Publisher

ER -