Munich Personal RePEc Archive

Browse by Institution

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Creators Name | No Grouping
Jump to: G
Number of items: 1.

G

Giulio, Cifarelli (2004): Yes, implied volatilities are not informationally efficient: an empirical estimate using options on interest rate futures contracts. Published in: Studi e Discussioni Dipartimento di Scienze Economiche Università di Firenze No. n. 137 (February 2004)

This list was generated on Wed Jan 20 08:18:19 2021 CET.
UB_LMU-Logo
MPRA is a RePEc service hosted by
the Munich University Library in Germany.