The Model-Free Implied Volatility and Its Information Content

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ID: 298221
2005
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Abstract
Journal Article The Model-Free Implied Volatility and Its Information Content Get access George J. Jiang, George J. Jiang Eller College of Management, University of Arizona Address correspondence to Yisong S. Tian, Finance Area, Schulich School of Business, York University, 4700 Keele Street, Toronto, ON M3J 1P3, or e-mail: ytian@schulich.yorku.ca. Search for other works by this author on: Oxford Academic Google Scholar Yisong S. Tian Yisong S. Tian Schulich School of Business, York University Search for other works by this author on: Oxford Academic Google Scholar The Review of Financial Studies, Volume 18, Issue 4, Winter 2005, Pages 1305–1342, https://doi.org/10.1093/rfs/hhi027 Published: 25 May 2005
Reference Key
openalex_W3125266524 Use this key to autocite in the manuscript while using SciMatic Manuscript Manager or Thesis Manager
Authors George J. Jiang, Yisong S. Tian
Journal review of financial studies
Year 2005
DOI
10.1093/rfs/hhi027
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