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/ReportReportProfessional

215 Downloads (Pure)
Original languageEnglish
PublisherUnknown Publisher
VolumeFEW 410
Publication statusPublished - 1989

Publication series

NameResearch memorandum / Tilburg University, Department of Economics
VolumeFEW 410

Keywords

  • Estimation
  • Securities
  • mathematische statistiek

Cite this

Veld, C. H. (1989). The use of the implied standard deviation as a predictor of future stock price variability: A review of empirical tests. (Research memorandum / Tilburg University, Department of Economics; Vol. FEW 410). Unknown Publisher.
Veld, C.H. / The use of the implied standard deviation as a predictor of future stock price variability : A review of empirical tests. Unknown Publisher, 1989. (Research memorandum / Tilburg University, Department of Economics).
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author = "C.H. Veld",
note = "Pagination: 33, viii",
year = "1989",
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volume = "FEW 410",
series = "Research memorandum / Tilburg University, Department of Economics",
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Veld, CH 1989, The use of the implied standard deviation as a predictor of future stock price variability: A review of empirical tests. Research memorandum / Tilburg University, Department of Economics, vol. FEW 410, vol. FEW 410, Unknown Publisher.

The use of the implied standard deviation as a predictor of future stock price variability : A review of empirical tests. / Veld, C.H.

Unknown Publisher, 1989. (Research memorandum / Tilburg University, Department of Economics; Vol. FEW 410).

Research output: Book/ReportReportProfessional

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PY - 1989

Y1 - 1989

KW - Estimation

KW - Securities

KW - mathematische statistiek

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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 -

Veld CH. The use of the implied standard deviation as a predictor of future stock price variability: A review of empirical tests. Unknown Publisher, 1989. (Research memorandum / Tilburg University, Department of Economics).