Open AccessVariance Bounds Test of Volatility Expectations in Eurodollar Futures Options Markets
Author(s) -
Kwan ho Kim,
Wantanee Poonvoralak
Publication year - 2019
Publication title -
global business and finance review
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.206
H-Index - 6
eISSN - 2384-1648
pISSN - 1088-6931
DOI - 10.17549/gbfr.2019.24.2.20
Subject(s) - eurodollar , futures contract , volatility (finance) , sabr volatility model , economics , econometrics , financial economics , implied volatility , volatility smile , variance swap , stochastic volatility , volatility swap , variance (accounting) , accounting
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