Regime dependent information contents of model-free volatility: evidence from the Eurodollar options markets

Kuo, I.-D. and Chen, C. Y.-H. (2011) Regime dependent information contents of model-free volatility: evidence from the Eurodollar options markets. Review of Futures Markets, 19, pp. 347-380.

Kuo, I.-D. and Chen, C. Y.-H. (2011) Regime dependent information contents of model-free volatility: evidence from the Eurodollar options markets. Review of Futures Markets, 19, pp. 347-380.

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Abstract

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Item Type:Articles
Status:Published
Refereed:Yes
Glasgow Author(s) Enlighten ID:Chen, Professor Cathy Yi-Hsuan
Authors: Kuo, I.-D., and Chen, C. Y.-H.
College/School:College of Social Sciences > Adam Smith Business School > Accounting and Finance
Journal Name:Review of Futures Markets
Publisher:Chicago Board of Trade
ISSN:0898-011X

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