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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| 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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