Journal of Financial and Quantitative Analysis Vol. 28 No. 3 1993
Time Varying Volatilities and Calculation of the Weighted Implied Standard Deviation
Abstract
Bruce G. Resnick, Aamir M. Sheikh, Yo-Shin Song, Time Varying Volatilities and Calculation of the Weighted Implied Standard Deviation, The Journal of Financial and Quantitative Analysis, Vol. 28, No. 3 (Sep., 1993), pp. 417-430
- DOI
- 10.2307/2331422
- Volume
- 28
- Issue
- 3
- Pages
- 417
- Sources
- crossref openalex