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dc.contributor.authorLu, Shan
dc.date.accessioned2017-05-18T17:18:49Z
dc.date.available2017-05-18T17:18:49Z
dc.date.issued2017-03
dc.identifier.citationLu , S 2017 ' The information content of corridor implied variances and their economic difference in the DJX options market ' Discussion Paper in Economics , no. 3 , vol. 17 , University of Aberdeen Business School .en
dc.identifier.issn0143-4543
dc.identifier.otherPURE: 100834658
dc.identifier.otherPURE UUID: 751b54bb-12ae-4f77-94e4-0ddd8ab59676
dc.identifier.urihttp://hdl.handle.net/2164/8655
dc.format.extent51en
dc.language.isoeng
dc.publisherUniversity of Aberdeen Business School
dc.relation.ispartofseriesDiscussion Paper in Economicsen
dc.subjectCorridor implied varianceen
dc.subjectmodel-free implied volatilityen
dc.subjectinformation contenten
dc.subjectvolatility forecastingen
dc.subjectGARCH modelsen
dc.subjectoption trading strategyen
dc.subjectHB Economic Theoryen
dc.subjectEconomics, Econometrics and Finance(all)en
dc.subject.lccHBen
dc.titleThe information content of corridor implied variances and their economic difference in the DJX options marketen
dc.typeWorking or discussion paperen
dc.contributor.institutionUniversity of Aberdeen, Business Schoolen
dc.description.versionPublisher PDFen


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