Earticle

목차

Abstract
 I. Introduction
 II. The Estimation of Implied Volatility
 III. Predictive Power and Information Content of Implied Volatility
 IV. The Term Structure of Implied Volatility
 V. Implied Volatilities of spot and Futures Options and A Prediction Model
 VI. Concluding Remarks
 Reference
 논문초록

저자

• Kim, Doseong [ 김도성 | Associate Professor, Department of Finance, Sogang Business School, Sogang University ]
• Song, Minsub [ 송민섭 | Associate Professor, Department of Finance, Sogang Business School, Sogang University ]
• Won, Chaehwan [ 원재환 | Associate Professor, Department of Finance, Sogang Business School, Sogang University ]

참고문헌