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VOLATILITIES IMPLIED BY OPTIONS PREMIA: A TEST OF MARKET EFFICIENCY
Author(s) -
Heaton Hal
Publication year - 1986
Publication title -
financial review
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.621
H-Index - 47
eISSN - 1540-6288
pISSN - 0732-8516
DOI - 10.1111/j.1540-6288.1986.tb01105.x
Subject(s) - test (biology) , citation , actuarial science , economics , financial economics , library science , computer science , paleontology , biology