Options-Implied Variance and Future Stock Returns

H Guo, B Qiu

Research output: Chapter/Conference proceedingConference proceedingProfessional

Original languageEnglish
Title of host publicationProceedings of 2011 Chicago Quantitative Alliance (CQA) Annual Meeting
Place of PublicationChicago, USA
Publication statusPublished - 2011

Research programs

  • RSM F&A

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